If the URL is an HTTP URL, then the NSURLResponse that you receive in your connection’s delegate’s -connection:didReceiveResponse: method (or via another method) will be an NSHTTPURLResponse, which has an -allHeaderFields method that lets you access the headers.
NSURLResponse* response = // the response, from somewhere
NSDictionary* headers = [(NSHTTPURLResponse *)response allHeaderFields];
// now query `headers` for the header you want