Headache is a noun so you can either say “it makes my head ache” or “it gives me a headache.”

My son doesn't want to do his homework. It gives me a headache. You can say "It makes my head ache." but it is more common and natural to say "It gives me a headache." "Headache" (one word, no space) is the label we give to the pain in your head.

My son doesn't want to do his homwork. It makes me headache.