I Have Raspberry Pi 3 Model B and to that I attached Pi Sense hat. I am wondering that can I use the header connections from the Pi Sense hat (as all 40 pins from Raspberry Pi board has been used by Pi Sense hat) for connecting other components? if so how to do it (as if i don't see any pins on that hat) ?
You can access the GPIO pins from the Sense Hat. However, it requires some minor physical modification to the Sense Hat board. Here are the steps I saw explained in a YouTube video by Keith's Pi Tutorials:
Carefully remove the female 2x20 header that comes with the Sense Hat by gently prying it away from the bottom of the board. It is connected only by friction.
Insert what is called a stacking header which has longer pins coming out of it than the standard header used on the Sense Hat. The longer pins will go through the board and appear on the top side to provide access to the GPIO pins.
Before using the GPIO pins with the Sense Hat, make sure you know which pins the Sense Hat uses so you don't have any conflicts. Pinout.xyz is a great reference site that provides pin usage information for the raspberry pi and a ton of boards to include the Sense Hat.