(I am NOT associated with the developer.)
You assign headings from the normal panel on the right of the editor. You can’t make part of text a header: that doesn’t make syntactical sense.
Underlines are not normally advised on the web. The problems with underline include:
– they are used for links (in most latin-alphabet countries) and can be confused;
– most of the world is confused by an underline, since they have meaning (just as accents do. Auto-translaters normally will remove them because of this;
– quite a large part of the world uses an overline for emphasis and so those many readers for whom English is a second language just find it confusing.
It is far better to rely on bold, or the words themselves, or italics (which doesn’t auto-translate well, either, and might NOT be auto-translated at all, as it is used sometimes for the translation or transliteration of a word).