js-header and js-footer are not loading drupal 8 portfolio-library:
  version: 1.1
  css:
    theme:
      assets/css/main.css: {}
      #assets/css/font-awesome.min.css: {}
      assets/css/ie9.css: {IE: 'lte IE 9'}
      assets/css/ie8.css: {IE: 'lte IE 8'}

  js-header:
    header: true
    js:
      assets/js/ie/html5shiv.js: {IE: 'lte IE 8'}

  js-footer:
    js:
      assets/js/skel.min.js: {}
      assets/js/ie/respond.min.js: {IE: 'lte IE 8'}
      assets/js/main.js: {}

  dependencies:
    - core/jquery


This is my library file but my js files are not included in my theme can anyone please let me know what is going wrong.
You may be over-complicating this. HTML5 shiv is already in core, so you can just depend on it without any extra work. There's no js-header or js-footer keys, just use js as normal:

portfolio-library:
  version: 1.1
  css:
    theme:
      assets/css/main.css: {}
      #assets/css/font-awesome.min.css: {}
      assets/css/ie9.css: {IE: 'lte IE 9'}
      assets/css/ie8.css: {IE: 'lte IE 8'}

  js:
    assets/js/skel.min.js: {}
    assets/js/ie/respond.min.js: {IE: 'lte IE 8'}
    assets/js/main.js: {}

  dependencies:
    - core/jquery
    - core/html5shiv


If you need your own version for whatever reason, declare the shiv separately:

html5shiv:
  header: true
  js:
    assets/js/ie/html5shiv.js: {IE: 'lte IE 8'}


and depend on it:

portfolio-library:
  ...
  dependencies:
    - core/jquery
    - mytheme/html5shiv