If you mean HTTP headers then you can configure those to be captured in the Servlet/Webserver Sensor properties (-> Parameters/Headers and Attributes):
This should also work for web services as long as they go through the Servlet API or an instrumented web server.
Hello! I am facing a similar issue in an environment we have with version 126.96.36.1991 deployed. Our team already enabled the Sensor Configuration for Request Parameters, but instead we are only being able to capture the headers, not the message body of the JSON sent through post. Any clues?