it depends where these headings are and how you use them exactly. Are these headings comes with shortcodes or what? Because if you use simple headings as html tags, then you don't get links for them by default.
Ok. So if you mean menu items, under Menus section you have an option to add "Custom Links". And this is the only section where from you can add menu items without links.
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it depends where these headings are and how you use them exactly. Are these headings comes with shortcodes or what? Because if you use simple headings as html tags, then you don't get links for them by default.