我喜欢你的提问：
They have headaches. 或者They get headaches.
1、如果只说某一次的头疼,就用a headache
I have a headache, a sore throat and a cough.
我头疼,嗓子疼,还咳嗽.
2、如果经常犯头疼,就用 headaches
She often suffers from headaches.
她常常头痛.
Doctor: Do you have headaches?
医生：有头痛的情况吗?
3、或者是各种类型的头疼,用headaches
This medicine helps relieve headaches.
这个药能帮助舒缓头痛.