Using Blank Page template
The Blank Page template doesn't have a default header and footer. When this template is enabled, you can create a custom header and footer using the sections and modules of the Divi Builder.
Once you have done it, you can save sections to the Divi Library and load them on other pages.
Using the Theme Builder
The Theme Builder is a powerful feature which can be used to create custom templates for the Header, Footer and Body areas for the entire website or for specific pages only.
Theme Builder is located under the Divi menu:
To create header or footer templates, just click the "Add" button, then select if you want to build the template from scratch using the Visual Builder or if you want to load an already created template:
You can also create a new template and assign it to specific pages or posts. The Interface of the Theme Builder is intuitive and the process is pretty simple, on the screencast below you can see the steps that you can follow to create header and footer templates:
We also have great tutorial about Theme Builder and how you can use it.