Does 'vondt' mean wound or wounded? So it's actually 'I have (a) wound in (my) the head' if it's literally?
No, 'vondt' is not equivalent to the word 'wound'
Is there a difference between hodepine and vondt i hodet?
"Hodepine" is used of (prolonged) headaches.
"Vondt i hodet" can be used both for that and for temporary, localised pain; the kind your toddler may experience after deciding head first is a good way to get down from a couch, for instance.