When buying microcontrollers, breakout boards and the like, they often come without headers.
Most boards have 2.54mm pin spacing, so if your board did not come with headers, you’ll find suitable header strips in almost every electronics shop. Look for something like this: https://littlebirdelectronics.com.au/products/40-pin-header-terminal-strip
These strips snap off easily to the desired size, just double check that you have the correct number of pins before you snap. As an example, Adafruit’s Huzzah ESP8266 breakout board have two rows of 10 pins each, in addition to 6 pins for FTDI.