I tried opening your file: running.afpub and got a warning that it was creating in a later version, and wouldn't open. But my version says it's 2.0.4 and the latest version. So I am mystified why I can't open it.
I don't have any "fields" menu under Window or under any other menu. I can see the "fields" panel but when I double click on anything nothing happens, the panel doesn't appear to be editable. Also there is no running header "button" or any label for running header that I can find. I follow the discussion above as it's precisely what I would do for running headers. But I cannot find anyway to do it. (see screen shot)
Does no documentation exist covering all the features and functions of the program? I've just bought the Affinity suite and now trying to figure it out, but I cannot find information. Running headers based on styles seems pretty basic...