It can yes

Yes, neuromodulation works for headache and there are three FDA approved devices. A vagal nerve stimulator (gammacore), a transcutaneous electrical nerve stimulator (cefaly), and a transcranial magnetic stimulator (eNeura). A summary can be found at the below link:
https://practicalneurology.com/articles/2019-may/neuromodulation-therapies-for-headache

It's a relatively new treatment for acute headaches/migraines. It seems to be helpful in about 45% of those with headaches. If you have tried other more conventional treatments without success, then it's certainly worth a try.
The best and happy holidays.

Dr. F