on server-side you can read it in Service.OnGetDispatchInfo event:
procedure TNewProjectService.RORemoteDataModuleGetDispatchInfo(
const aTransport: IROTransport; const aMessage: IROMessage);
var
s: string;
begin
s := (aTransport as IROHTTPTransport).Headers['myheader'];
end;
if you like to pass user credential and process it before execution of service method, you can use HTTPServer.OnCustomResponseEvent event.