Storyboardを使わずにUICollectionViewを使う

registerClass:forCellWithReuseIdentifier:を使います。

ヘッダーやフッターを使うなら
registerClass:forSupplementaryViewOfKind:withReuseIdentifier:を使います。その時は flowLayout.headerReferenceSizeに値をセットしないと、collectionView:viewForSupplementaryElementOfKind:atIndexPath:が呼ばれません。

CollectinViewController.h

#import <UIKit/UIKit.h>

@interface CustomCollectionSectionView : UICollectionReusableView
@property (nonatomic, readonly) UILabel *titleLabel;
@end



@interface CollectionViewController : UIViewController <UICollectionViewDelegate, UICollectionViewDataSource>

@property (retain, nonatomic) UICollectionViewFlowLayout *flowLayout;
@property (retain, nonatomic) UICollectionView *collectionView;

@end

CollectionViewController.m

#import "CollectionViewController.h"

@implementation CustomCollectionSectionView
-(id)initWithFrame:(CGRect)frame {
    self = [super initWithFrame:frame];
    if (self) {
        self.backgroundColor = [UIColor whiteColor];
        CGRect rect = frame;
        rect.origin.x = 8;
        rect.origin.y = 0;
        _titleLabel = [[UILabel alloc] initWithFrame:rect];
        [self addSubview:_titleLabel];
    }
    return self;
}
@end


@interface CollectionViewController ()

@end

@implementation CollectionViewController
static NSString * const cellID = @"cell";
static NSString * const headerID = @"header";

- (void)viewDidLoad {
    [super viewDidLoad];
    self.flowLayout = [[UICollectionViewFlowLayout alloc]init];
    self.flowLayout.itemSize = CGSizeMake(100, 100);
    self.flowLayout.sectionInset = UIEdgeInsetsMake(16, 16, 32, 16);
    self.flowLayout.headerReferenceSize = CGSizeMake(100, 30);
//  self.flowLayout.minimumLineSpacing = 16;
//  self.flowLayout.minimumInteritemSpacing = 16;

    self.collectionView = [[UICollectionView alloc] initWithFrame:CGRectMake(0, 0, self.view.frame.size.width, self.view.frame.size.height) collectionViewLayout:self.flowLayout];
    [self.view addSubview:self.collectionView];
    self.collectionView.autoresizingMask = UIViewAutoresizingFlexibleWidth | UIViewAutoresizingFlexibleHeight;
    [self.collectionView registerClass:[UICollectionViewCell class] forCellWithReuseIdentifier:cellID];
    [self.collectionView registerClass:[CustomCollectionSectionView class] forSupplementaryViewOfKind:UICollectionElementKindSectionHeader withReuseIdentifier:headerID];
    self.collectionView.delegate = self;
    self.collectionView.dataSource = self;
}


- (void)didReceiveMemoryWarning {
    [super didReceiveMemoryWarning];
}


#pragma mark - UICollectionViewDelegate
-(NSInteger)numberOfSectionsInCollectionView:(UICollectionView *)collectionView {
    return 3;
}


-(UICollectionReusableView *)collectionView:(UICollectionView *)collectionView viewForSupplementaryElementOfKind:(NSString *)kind atIndexPath:(NSIndexPath *)indexPath {

    if (kind == UICollectionElementKindSectionHeader) {
        CustomCollectionSectionView *headerView = [collectionView dequeueReusableSupplementaryViewOfKind:UICollectionElementKindSectionHeader withReuseIdentifier:headerID forIndexPath:indexPath];
        NSArray *titles = @[@"Red",@"Blue",@"Yellow"];
        headerView.titleLabel.text = titles[ indexPath.section ];
        return headerView;
    } else {
        return nil;
    }
}


-(NSInteger)collectionView:(UICollectionView *)collectionView numberOfItemsInSection:(NSInteger)section {
    int nums[] = {8,5,10};
    return nums[section];
}


#pragma mark - UICollectionViewDataSource
- (UICollectionViewCell *)collectionView:(UICollectionView *)collectionView cellForItemAtIndexPath:(NSIndexPath *)indexPath {

    UICollectionViewCell *cell = [collectionView dequeueReusableCellWithReuseIdentifier:cellID forIndexPath:indexPath];
    NSArray *colors = @[[UIColor redColor], [UIColor blueColor], [UIColor yellowColor]];
    cell.backgroundColor = colors[ indexPath.section ];
    return cell;
}


-(void)collectionView:(UICollectionView *)collectionView didSelectItemAtIndexPath:(NSIndexPath *)indexPath {
    NSLog(@"section = %d, row = %d", indexPath.section, indexPath.row);
}
@end