It will have to be flashed. But vinyl siding is easy to remove and
replace; instead of coming up with some grand plan to avoid removing
the vinyl, which is the RIGHT way to do it, I would remove it and put
your header up, flash over the top of the header, then reinstall the
siding. You can put it back right in the same places except trimmed
short and around your new header. Bends and snaps into place easily
(except in cold weather). Doing it this way will also probably be
faster as well as better.