Each Section of a document can have three Headers and three Footers.

1    The First Page Header/Footer is the one that will appear on the first
page of the document if in Page Layout (or programmatically) the Section is
set up to have a Different First Page

2    The Primary Header/Footer is the one that will appear:

(a)    On all pages if the Section is not set to have a Different First Page
or Different Odd and Even

(b)    On the other pages if the Section is set to have a Different First
Page and it is not set to have Different Odd and Even

(c)    On the other Odd pages if the Section is set to have a Different
First Page and to have Different Odd and Even

3    The Even Header/Footer will appear on the Even pages of a section that
is set to have Different Odd and Even.

To do something with the .Range of all of the possible headers and footers
in all of the sections of a document, you would need to use:

Dim i As Long
Dim myrange As Range
With ActiveDocument
   For i = 1 To .Sections.Count
       With .Sections(i)
           Set myrange = .Headers(wdHeaderFooterFirstPage).Range
           'do something with myrange
           Set myrange = .Footers(wdHeaderFooterFirstPage).Range
           'do something with myrange
           Set myrange = .Headers(wdHeaderFooterPrimary).Range
           'do something with myrange
           Set myrange = .Footers(wdHeaderFooterPrimary).Range
           'do something with myrange
           Set myrange = .Headers(wdHeaderFooterEvenPages).Range
           'do something with myrange
           Set myrange = .Footers(wdHeaderFooterEvenPages).Range
           'do something with myrange
       End With
   Next i
End With