To move the label to the Header:
Click on the label and cut it out (Ctrl+X), then click on the Header and paste (Ctrl+V).

You can click and drag to the header. This will move both the label and the field to the Header.

If you want to only move the field to the Header cut the label, click on the Detail section and paste to separate them. Cut the field out, click on the Header and paste.

The other alternative is to simply delete the labels from the controls located in the Detail Section and, unrelatedly, create new labels in the Header section and move them so that by proximity they seem associated with those original controls.

Kevin and Gregory, thanks for that I was ripping my hair out, trying to figure that one out. Should have known standard Microsoft stuff.

Vic, I'm sure your willingness to ask has helped many who have read this but were too timid to chance a posting themselves. This is the best way to learn. It's like passing through a subway turnstile. Always moving forward, never slipping backward.

Vic something else to note.
For a single form, if you ever want to re-join the label to the control, you can just reverse the process.
Click on the label and press Ctrl-X to cut it. Then click on the text box or what ever you are working with and Paste it (Ctrl-V).

That will re-associate the label with the control.  You don't have to recreate it.
Note - - this doesn't apply to a continuous form.

Another way is to copy the label's name and paste this into the available box of the control's property sheet. I often do it that way.