Ok i have a friend that gets super sad because he misses his girl friend that he doesn't see that often and he gets sever headaches and can't go to bed?

Depression: Sounds like he is having a grief reaction and he might want to consider seeing his physician to discuss coping mechanisms. Also, behavioral counseling may help.

Get help: If this is a persistent problem (rather than a brief experience while adjusting to the separation) it might be good to get a professional evaluation. He could start by speaking with his pcp or calling a psychologist or psychiatrist. Lasting sadness, insomnia, and severe headaches should be evaluated and treated by a professional.