ENH: Add headers paramater to read_json and read_csv
- [x] closes #36688
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This adds the option to specify headers when reading a csv or a json file from an URL in Python3.
Let me know if new tests are needed.