You need to go look up the documentation for wcf\util\HTTPRequest which tell you how to add headers.
This is the Twitch API support forum, not the “wcf\util\HTTPRequest PHP support forum”
I can tell you how to add headers to as basic PHP cURL request, but using a library, you need to lookup the documentation for that library.
https://lmgtfy.com/?q=php+wcf+util+http+request+add+header&s=g
An example:
https://hotexamples.com/examples/wcf.util/HTTPRequest/addHeader/php-httprequest-addheader-method-examples.html
also provides an example
Here is the full manual
http://docs.php.net/manual/tw/class.httprequest.php
Which suggests using this function
http://docs.php.net/manual/tw/httprequest.addheaders.php