Headers and footers can be specified when printing the active document. These headers and footers will only appear when printing and won't appear in the SolidWorks document. To create them, go to File->Print and then click on "Header/Footer".
This will bring up the Header/Footer dialogue box.
By default, they are both set to Blank. There are two more presets that are there by default and a preview of the Header/Footer will be displayed if they are set.
Clicking on the button for "Custom Header" or "Custom Footer" will bring up a dialogue box that can be used. There are 5 different properties that can be added. Clicking on the text area and then clicking on the buttons will insert the appropriate syntax. From left to right, the buttons are: Page Numbers, Number of Pages, Date, Time, and File Name.