I think you misunderstand... The table with your data, which runs multiple
pages, does not go in a frame. It's simply an ordinary table in the text,
but the section that contains that text is formatted to be landscape rather
than portrait. As such, the table will break normally across pages, and
header rows will work. If you want the rows not to split, set that option in
the Table > Table Properties dialog.

The table that goes in a frame (in one of the variations in the article) is
anchored in the header of the section, and it contains only the page header
text and page number. Having that text in a table allows you to rotate it;
it will be 90 degrees from the main text of the section, which will make it
look horizontal when the page is viewed in portrait orientation. Because
this table and its frame are anchored in the header, they'll repeat on each
page of the section.

There is no "frame" (except for a portrait page number if desired). When you
choose landscape orientation, your table functions just the same as it would
in portrait orientation except that it's wider and shorter. It will flow
from one page to the next just the same.