You would have to insert a section break in order for the inserted file headers and footers to be applied. If you are just appending an inserted file to the end of and existing file it could be as simple as this:
Sub ScratchMacro()
'A basic Word macro coded by Greg Maxey
MsgBox ThisDocument.Path
Dim lngIndex As Long
Dim oSect As Section
Set oSect = ActiveDocument.Sections.Add(Selection.Range, wdSectionNewPage)
For lngIndex = 1 To 3
oSect.Headers(lngIndex).LinkToPrevious = False
oSect.Footers(lngIndex).LinkToPrevious = False
Next lngIndex
oSect.Range.InsertFile FileName:=ThisDocument.Path & "\Document 2.docm", ConfirmConversions:=False, _
Link:=False, Attachment:=False 'Revise for your file name.
lbl_Exit:
Exit Sub
End Sub