This is very dangerous and if you are not an advanced diy person I would suggest you not try it yourself.
Here is how I Install a header when putting it into an existing wall.
1.Remove drywall in area window is to go, perhaps even from wall to wall if it is not too much wider as this gives a better ability to make it look right.
2. Put in King studs (full length)and trimmer studs (the ones to go under the edges of the header.)
3. Make up the header. Usually double 2x10 but does depend on your load.
4. Cut the nails top and bottom and pehaps the nails that hold on the sheeting on the studs that are where the header will go and turn them sideways, so they are flat against the outside sheeting. DO NOT REMOVE THEM!!!!!
If yuor ceiling is higher then the top of the header cut the studs off at the top height of the header one at a time and turn them sideways and shim them tight at the bottom plate.
5. Slip the header up into place and slide it in the amount it will go 2" on 2x4 studs 4" on 2x6 studs
6. Now remove the studs you turned sideways. You may need to cut them to get them out but usually they will come.
7. Push your beam all the way in and secure with nails or screws.
8. If it is a window build the bottom of your opening.
9. cut out opening and do whatever you need to do with whatever siding you have.
10. Re-drywall or patch.