I'm having heavy headaches which ends with vomitting...How to start treatement with can you help out for this...?

There are treatments. Migrains or other medical causes can cause this. There are very good treatment choices available.
Migraine. It sounds like migraines, a severe type of headache that can be treated with specific, effective medications. Get evaluated by your md or a neurologist. Rarely, other conditions , including some serious diseases in the brain, can present this way. A thorough evaluation with head ct or MRI may be included. Get seen asap.