On most vehicles, the header panel is the piece between the bumper and the hood—normally all the stuff between the headlights, so yes, I think in your case the header panel is the same thing as the bumper cover.
However, on the Yaris, it is necessary to remove the bumper cover to replace the headlight bulbs, so maybe the advice you heard was just to get the headlights properly installed and aligned before installing the bumper cover.
I absolutely love Harbor Freight. They are on the very cheap end of the tool spectrum, which makes it a great place to start for most tools. There may be some applications where you'll want something nicer, but I think it's a great place to go for DIY people. And
https://www.rockauto.com is a good resource online for parts. I've also gotten some parts special-ordered from the local Toyota dealership.
I hope you'll show us some before-and-after pictures of your project!