Thanks for your response. I know the UltraMonthViewSingle.CalendarLook.DayHeaderAppearance ,but that can't meet me .I mean if I can add some other element in day's header ? eg. text,holiday.

Can we make this a feature request ?  I also have the need to write some info to the DayHeader on the ultraMonthViewSingle.

I'm not sure if I understood this post but you can customize the look for an individual day's header like so:

DateTime someDate = new DateTime( 2008, 7, 1 );
UltraCalendarLook calendarLook = this.ultraMonthViewSingle.CalendarLook;
DayLook dayLook = calendarLook.GetDayLook( someDate, true );
dayLook.HeaderAppearance.FontData.Bold = DefaultableBoolean.True;

Regarding showing holidays in the day's header, no, you can't.