Is it possible to create a table in the header of Excel 2010?
No you can't do that I'm afraid.
However, you can simulate it to a certain degree. You have three areas to work with (left middle right) and you can have multiple lines though you may need to adjust the margins to fit.
Unfortunately, you will not be able to have borders.
If you need more than this. I would recommend not using the headers but instead simply have a table at the top of your spreadsheet that you make repeat on each page. That way you can have pretty much anything. If you need a table that doesn't match the table layout of the remainder of the spreadsheet, just do the header table in PowerPoint or Word and copy/paste it into place.