Header settings are located in Appearance → Customise → Header Settings.
Sticky Menu
Activating the Make navigation bar sticky option will make navigation bar visible when scrolling.
By activating the Enable the smart sticky feature navigation bar will be revealed when scrolling up and hidden when scrolling down. The feature allows to save viewport space when viewing your website.
Social Links
Make sure you have installed and activated Powerkit. Otherwise, this option will not appear.
You may enable social links in the header by activating the Display social links checkbox.
Search Button
You may disable search button in the header by deactivating the Display search button checkbox.