How do we design Fin fan Air Coolers Header boxs... any criteria as per ASME. Can we U-stamp it. Can we design it using PV-Elite or Code Calc ?

Please read the Appendix 13 of ASME VIII Div 1. Yes, you can U-stamp it. I also suggest to read the entire ASME VIII Div 1, then Div 2 and perhaps Div 3. Very useful also ASME Sec II, Table D, ASME IX and many, many more books related to the pressure vessel design.
cheers,
gr2vessels

You can use Rectangular/Non-circular vessel module in CodeCalc for the header box. It is based on Appendix 13. There is also an example file supplied with the program called "Rctexmpl.cci" that you review.