This is an expression that is commonly heard in India; not many dictionaries include ‘head-bath’ – the few that do, state that the word is mainly used in South Asia. Native speakers of English don’t use this word, and probably won’t understand what you mean by it. When a native speaker of English talks about taking a ‘bubble bath’, what he means is that he is going to get into a bathtub which is full of water and soap bubbles.
So when you tell him that you are going to have a head-bath, he might get the impression that you are going to get into a tub which is full of heads! Just kidding! Native speakers wouldn’t say ‘I have a head-bath every Saturday’; instead, they would say, ‘I wash my hair every Saturday.’