Hi @sajitharnair, welcome to the community forum 
postman-to-k6 has a bunch of unsupported features one of which is accessing pm.request.headers. So this is why you get that message.
The original project is also now archived and deprecated. There is a community fork that seems to also not have added support for this in particular. But you might have some luck reporting it and asking it to be fixed 
You should also be able to directly set headers in the Postman[Request] as shown in this [postman-to-k6] Postman variables in body won't get replaced script. Wether that works for your case I don’t know as not enough of the script was shared.
Hope this helps you!