Very simple things to be installed the Linux kernel headers for currently running kernel version by the terminal. The below commands are updates current kernel version and upgrade Kernel-Headers on Ubuntu or Debian Linux.

 # sudo  apt-get update

Search your kernel version using below command,
 # apt-cache search linux-headers-$(uname -r)

linux-headers-3.19.0-68-generic - Linux kernel headers for version 3.19.0 on 64 bit x86 SMP

You can install Linux Header package on Ubuntu or Debian
# apt-get install linux-headers-$(uname -r)


If you would like to install specific version of kernel header, have to install header-generic only it will not upgrade then,
# apt-get install Linux-generic

use the below command you can check the Linux-Headers package information.
 # dpkg -l | grep linux-headers

ii  linux-headers-3.19.0-15                              3.19.0-15.15                               all          Header files related to Linux kernel version 3.19.0
ii  linux-headers-3.19.0-15-generic                      3.19.0-15.15                               amd64        Linux kernel headers for version 3.19.0 on 64 bit x86 SMP
ii  linux-headers-3.19.0-68                              3.19.0-68.76                               all          Header files related to Linux kernel version 3.19.0
ii  linux-headers-3.19.0-68-generic                      3.19.0-68.76                               amd64        Linux kernel headers for version 3.19.0 on 64 bit x86 SMP
ii  linux-headers-generic                                3.19.0.68.66                               amd64        Generic Linux kernel headers

# uname -a

Linux thelinuxfaqubuntu 3.19.0-68-generic #76-Ubuntu SMP Fri Aug 12 08:48:09 UTC 2016 x86_64 x86_64 x86_64 GNU/Linux