Is there anyway to add new header?

Sure.

import com.eviware.soapui.support.types.StringToStringsMap
StringToStringsMap someHeader = ["Authorization": ["Basic jXXXXXXX"]]
testStep.testRequest.requestHeaders += someHeader

Above is just to explain how everything is typed. But all you really need is this:

testStep.testRequest.requestHeaders += ["Authorization": ["Basic jXXXXXXX"]]

Notice that it is a StringToStringsMap (the second Strings is plural), so you need to get it as a list of strings, even if there's only one. Here's how to add two:

testStep.testRequest.requestHeaders += ["Set-Cookie": ["firstName=john", "lastName=smith"]]

And here's how to add one if there is already a header with the same name:

def oldCookies = testStep.testRequest.requestHeaders["Set-Cookie"]
testStep.testRequest.requestHeaders += ["Set-Cookie": oldCookies + "middleName=Gustav"]

Or alternatively:

def copyOfHeaders = testStep.testRequest.requestHeaders
copyOfHeaders["Set-Cookie"] += "middleName=Gustav"
testStep.testRequest.requestHeaders = copyOfHeaders

One last thing - if doing a Basic authentication is your only requirement, you can alternatively just set the details in the Authentication tab in the editor for your TestRequest.