The Tables.Add instruction is a little unexpected in that you have to
specify the range to which the table belongs both as the object to which you
apply the method, and as an argument to the function. Currently you're using
Selection.Range as an argument, which is not what you want. Try
Dim tb1 As Word.Table
Dim rng As Word.Range
Set rng = ActiveDocument.Sections(1).Headers (wdHeaderFooterFirstPage).Range
Set tb1 = rng.Tables.Add(rng, 5, 5)