5 year old is complaining that her heart hurts. Sometimes after physical activity and other times not. Should I be concerned?

See your doctor. Is it really her heart or is it her chest? Most "heart pain" in children is really musculoskeletal chest wall pain and is not a concern. While I am not concerned, that is a question that is best answered after the child is seen.Make an appointment with your doctor. Tylenol (acetaminophen) may help. Ibuprofen may help, etc. Nothing is better than a visit for evaluation and reassurance.
Usually not. Most headaches in children do not mean anything bad. However, if the headache does not go away with a dose of tylenol (acetaminophen) or Motrin or if the occur more than once week, see your doctor. The most common culprits are dental problems and vision problems.