Any way to know the functions and class of a given header?

Say that I want to use the d3d9.h header. How can I know the functions and class/struct it has, what they do and how they work?
Usually you can't. Most functions are defined inside some DLL files that belong to the OS (which most likely is not open-source). However, there are also macros and actual function definitions inside a header file, so you might just open the header file and look at it. But that's usually not the case.
RTFM.

Headers have declarations, so you would know the functions and classes that it has.
Open the header. Everything is declared in there. Otherwise, look at the documentation for the site from which you got the header. If it's a windows header, look on MSDN. If it's a std:: header, look it up on this site.
Of course it is a windows header. It comes with DirectX SDK freely available from Microsoft. Also included is the documentation, so just read it.
┬┐why so sure?
what they do and how they work?

So, if by that you mean that you want the function documentations, then it's all over the internet. If you mean you want the function definitions, then, again, you probably won't be able to get them.
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