inplace editing is not a problem IF (and only IF) there is already a header/footer on this page.
Otherwise a header/footer must be created, you can use the event OnClickCreateHeaderFooter
This event makes it possible to set the 'range' for a newly created header or footer. It is triggered after a double click in the header or footer area.
To abort the creation of a header or footer set the 'Range' to wpraIgnored.
This is the default value unless the flag wpDblClickCreateHeaderFooter was used in property EditOptionsEx
The question is not about "Creating Header/Footer with Single/Double Click" but "Instead of Editing Header/Footer with a Single Click, only do this with DoubleClick, just like MSWord".
I digged a little more and noted that while going in MouseDown, it calls TWPCustomRtfEdit.DontAllowLeaveRTFDataBlock. I think that this procedure could handle another EditOptionsEx, like wpChangeDatablockWithDoubleClick. And then, only in DoDblClick, change the Datablock to Header/Footer, also using this EditOptionsEx.