If you want to add custom header and footer to each PDF page simply use the code from "Add Title to PDF" section:
// create a graphics object for PDF page modification
XGraphics gfx = XGraphics.FromPdfPage(page);
// write title
XRect titleRect = new XRect(new XPoint(), gfx.PageSize);
titleRect.Inflate(-10, -15);
XFont font = new XFont("Tahoma", 14, XFontStyle.Bold);
gfx.DrawString("DayPilot Scheduler PDF Export", font, XBrushes.DarkGray, titleRect, XStringFormats.TopCenter);