The elements included in the header vary from theme to theme and website to website, but some are more frequently occurring than others. It usually includes the name or logo of the website, the main menu, a search field or button for displaying the search field, and links to accounts on social media.
Some websites, like WP Glossary, use the sidebar to display those elements on desktop screens, and therefore doesn’t have a site header in the traditional sense. Since the sidebar serves the same purpose as a header, and since it is still located in the top of the page structure in the HTML code, some would still refer to it as a site header, even though its not located in the “header” of the page.