SOAP headers are simply optional elements in a SOAP envelope, using tags <env:Header>your header data</env:Header>. As such, they are specifically embedded within the message payload, so they are available like the rest of the message body and you don't need to do anything special in your scriptable DPH to access them.
If you mean HTTP headers rather than SOAP headers, you want to create a parameterList from yourTransientResponse.getMetaData() to access them.