The header and footer of your site are special templated regions that appear on every page of your site. These are editable, just like everything else, but the header in particular generally contains a few key dynamic pieces of content, like the menu, that you'll need to be aware of.
To edit these regions, open up the Gust settings from the WordPress dashboard. You'll see buttons to edit the header and footer. Clicking these will open the Gust page builder.
If you update one of these regions and really dislike the change you just made, you can reset each region back to the defaults by clicking on the "Reset default header" or "Reset default footer" button.
The header needs to display your menu, which is generally controlled by WordPress. You can always override this behaviour and add a custom menu, but out of the box, Gust will use the menu defined in WordPress. To achieve this, it uses the filter gust_main_nav to output the menu items. This means that you can't edit the visual style of each menu element through the page builder. Our recommendation, if you're wanting to customise the menu style, is to create a child theme and take a look at includes/class-gust-menu.php as it includes all the styles for each menu item.