If the first page is its own HTML, then yes, you would just call something like the following.
PDFDoc doc = new PDFDoc();
HTML2PDF converter = new HTML2PDF();
converter.InsertFromURL(url_00);
converter.Convert(doc); // puts one page into the PDF
converter = new HTML2PDF();
converter.SetHeader(header);
converter.SetFooter(footer);
converter.InsertFromURL(url_01);
converter.Convert(doc); // adds remaining pages with header and footer.
If the page number is not how you expect/want, you could pre or post process the PDF. For example add dummy blank pages to the HTML or PDF.