High blood pressure is often called the 'silent killer' because in most people it produces no symptoms, including no headaches, even when readings are well above normal. The belief that you can feel when your pressure is up is a common myth and can be dangerous because it leads people to skip monitoring and treatment.
The exception is a hypertensive crisis, where pressure rises to very high levels (around 180/120 mmHg or above). This can cause a severe headache, often with chest pain, breathlessness, vision changes, confusion or nosebleeds.
If you have a sudden severe headache with a very high reading or any of those symptoms, seek emergency care immediately. For ordinary headaches, look for other causes such as tension, dehydration or migraine, and have your blood pressure checked routinely rather than only when you feel unwell.