Configuring headers is optional.
Full page caching gives your site a huge boost in terms of speed, but a trade off is that as the vast majority of your PHP code is no longer going to run on the server (which would usually happen to build the page), and headers in your code will no longer be output. Dependant on your setup and any external systems that may be interacting with your Magento install this may potentially cause problems.
To cater for this, Evolved Caching allows you to configure header output for different area's of the site. The different area's are Home Page, CMS Page, Product Page, Category Page and All Pages.
Headers can be configured under the Output Headers section. They should be entered as a comma separated list, with semi colons separating header arguments. So if you wanted to output for instance headers header('WWW-Authenticate:Negotiate') and header('WWW-Authenticate:NTLM', false) you would enter WWW-Authenticate:Negotiate,WWW-Authenticate:NTLM;false in the relevant section.
Aggressive browser caching can break certain Magento functionality such as category sorting by serving requests from local browser cached content rather than from the server. This is a browser problem and not related to Evolved Caching, but so that you can ensure full page caching works correctly we strongly recommend you add the following directive into your .htaccess file directly below the ExpiresDefault line.
ExpiresByType text/html "now"
This will insert headers forcing the browser to pull fresh HTML content from the server for each request.
Above the ExpiresDefault line you should also add the following directive if it isn't already there (which it isn't by default).
From version 1.5.1 headers are automatically added to help disable browser caching of HTML, we still however recommend also using the above rule in your .htaccess.