Do Birds Get Headaches?

"Hey little bird, please be alive."
  A bird banged hard against the side window, wouldn't you know a window without the whirligig protection.  I heard the noise from the kitchen and I ventured to the front door to have a peek.  I've read that when a bird hits a window, you should let them sit undisturbed for an hour or so before intervening.  I looked around and sure enough, a little sparrow was sitting on the ground. He was very still but I could see it was alive. He was a white-throated sparrow, the only one of his subspecies I had been noting for several days at the feeders. The white-throated sparrow stands out from the usual song and fox sparrows because of the splotch of brilliant yellow just over his beak. I checked on him from time to time and after an hour and half it had flown up to the lowest branch of the birch tree. So good, I knew it could fly okay.  However, when I went to bed that night, he was still sitting in the same position, unmoving but somehow clinging on.  I was unsure then if I should do something.  I do have children's fishing nets and a butterfly net so I thought I could catch him without too much trouble.  We have a Wild Bird Sanctuary here in Ottawa and I've had to use their services in the past so I had it in mind I could take him to them.  They have incubators, and heat lamps and special cages for bird care and well know how to care for injured birds.  However, we are reminded to let nature take its course so I went off to bed thinking to myself, little bird, please be alive.  I went to the window first thing the next morning and no sign of my little bird on the branch.  I glanced at the ground and there he was, pecking away under the feeder seemingly fine.  I've kept an eye out for him and spy him from time to time among all the juncos and goldfinches.
 I wonder though do birds get headaches because you would think a thunk like that would definitely hurt.