I'm using word 2013 windows 8 how do I insert different headers on each page that has multiple pages.

Page 1 header - Requires no header
Page 2 Header - Header name


Page 3 Header - New Header Name
Page 4 Header - New Header Name
etc...

Page 1 is easy enough - set the different first page header option. As for the subsequent pages, what exactly do you want in those headers, which will determine the most appropriate way to handle it?

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Page 1 No Header
Page 2. header must be Workflow
Page 3 Header must be Staff Planning Analysis
Page 4 Header must be Cost Analisys
Page 5 Header must be Out of Scope Task

Why do you want this in the (running) page header rather than in a heading at the top of the page. You can accomplish the latter by simply formatting the heading with the paragraph attribute of page break before.

If you truly need it in the header see the StyleRef Field and Header/Footer Settings Recap.