Difference between SOAP & HTTPRequest Headers?

Hello,

I have a webservice I need to call which contains a <soap12:Header> element within its XML.

<soap12:Header>
    <ServiceAuthHeader xmlns="http://dummyNameForExpertsExc">
      <User>string</User>
      <Password>string</Password>
    </ServiceAuthHeader>
  </soap12:Header>

In calling the webservice I will be doing so using the HttpRequest and HttpResponse apex classes.

the HttpRequest class has a method called setHeader.

In examples I have seen it is used to set attributes such as content type in the following

HttpRequest req = new HttpRequest();
req.setEndpoint('http://dummyNameForBlogPost.com/serviceTest.asmx ');
req.setMethod('POST');
req.setHeader('Content-Type', 'application/soap+xml');
req.setTimeout(60000);

There is a setBody method for HttpRequest also.

Should my SOAP Header actually go with the rest of my XML in  the setBody method?