Had lumbar puncture on tuesday should i still have a really severe headache after 5 days?

No: A severe headache that has not resolved five days after a lumbar puncture needs to be evaluated further. If you have a fever, chills, stiff neck, rash or other symptoms of infection, please go to the emergency room right now. If not, tomorrow contact the doctor who did the LP and let him/her know. If you have a CSF (cerebrospinal fluid) leak it can be treated and relieve your headache.

ER/headache: Since you are on warfarin, it is best if you see a physician at an urgent care or ER ASAP. Spontaneous cerebral hemorrhage causes classically "the worst headache of your life".

Spinal headache: you probably have a spinal headache. I would go to ER, since you may need a blood patch, which would be the only true effective treatment for this.