Hi there Af,
When you say you have installed the extension have you just uploaded it to your FTP or have you also enabled the extension in the extensions panel of EE?
If you haven’t enabled it then you will need to do this first by going to :
Admin -> Utilities -> Extensions Manager
At the top right of this section if you haven’t already done so then there will be a button which might say Enable Extensions?. If it does then you will need to click that first and accept what it says. This will enable extensions to be able to work on the site.
Next up you will need to enable the field header extension itself as each extension needs to be enabled separately.
Find in the list on that page the field header extension and click on the Enable? link on the right hand side of it and accept the message. The extension will now be installed. Once that is done then you can go to create a new custom weblog field and you should see an option in the field type as per the first image attached to this post.
You will need to select the field header option and then afterwards (if you have already created all your main weblog fields) order the field so that it comes before the fields that you want to group together. Image two attached to this post shows that.
Let me know if any of that helps with it. If not then let me know and we will try to drill this down some more to find out where the problem is.
Hope this helps.
Best wishes,
Mark