You can't set headers in HTTPGet requests using AMPscript. You will need to use SSJS, or a combination of SSJS and AMPscript (if you want to set the retrieved content as an AMPscript variable).
The following code will make an HTTPGet request with a header and set the response as an AMPscript variable:
<script runat="server">
Platform.Load("Core","1");
var url = "https://httpbin.org/anything";
var headerNames = ["Accept"];
var headerValues = ["application/json"];
var response = HTTP.Get(url, headerNames, headerValues);
Variable.SetValue("response",response.Content);
</script>
Response: %%=v(@response)=%%