The headline will be found at the top of the paper, usually the first thing you see when looking at an article.
The headline explains to you what you will be reading about, for example if you are reading a paper or watching the news about Prince's death, the title would most likely be located at the top of the paper or the top of the news channel
I'm not the greatest at grammar, but I think the very first one is incorrect. It should just be a comma, then the second just a comma as well, but the last one is correct. (I have no idea, I am sorry if you get it wrong.)
