Let's say I'm trying to do news or trying to give some sort of heading to my posts. Not each one but just like a Heading like in the pages so that you know what you are looking at it. For example.
/News/
[Posts go here]
How would I do something like that? Would I edit the index.php? Or would that affect even the pages? I want to give my blog posts a heading of news so people know that's the news section they are.
is /News/ just an additional headline?
details depend on your theme;
you could add the line in index.php, possibly with a conditional statement to make sure it only shows on the posts page;
for example, add something like this before the start of the loop:
<?php if( is_home() ) echo '<h2>News</h2>'; ?>
yes it is just an additional headline since the posts section doesn't have a headline unlike the pages or perhaps that has to do with the theme like you said (I'm using Twenty Eleven)