You might have to make your own Biblical headdress for inclusion in a Church presentation, or nativity scene. Fortunately, Biblical headdresses are simple in design and you won't need to spend much money on the things you'll need to create it. Essentially, the headdress consists of a large piece of fabric draped over the wearer's head, and secured using a length of rope. Both female and male characters wear this style of headdress, so it can be used universally.
Measure a large square of fabric at least three feet by three feet. The exact size depends on the size of the wearer, and how much fabric you have available. At least, the material needs to be able to cover the head and back of the neck. The pattern does not matter, but use a plain colour such as light blue, cream, white, or brown. Biblical headdresses are not depicted with overtly colourful design.
Cut a length of rope. It needs to be long enough to wrap around the circumference of the wearer's head. Allow a tail of about 12 inches or more (once the rope has been tied) to trail down the back of the head.
Place the fabric on the wearer's head. Position it in front of the hairline, just at the base of the forehead. It should fall either side of the head, just in front of the ears. It will not hold in this position because you need the rope to hold it in place. You might need a helper to assist in tying the rope at this point, as you will need to hold the cloth in place and tie the rope at the same time.
Wrap the rope around the head, from the front to the back. Tie it in a double knot so that it holds in place.
Allow the end of the rope to trail down the wearer's back. You can pull the fabric from around the front of the face, to behind the shoulders. This now completes the headdress.