You just need to make sure that you have all the necessary conditions handled properly. You can read more about the WordPress conditional tags available.
As far as not having a header.php and a footer.php file in your currently active WordPress theme, you would just need to create an index.php file in your currently active WordPress theme. As long as you have the basic index.php file you should be fine.
Some themes will run entirely on hooks. I would suggest reading the WordPress Plugin API, and browse through the available WordPress Action hook references and WordPress Filter hook references. For a thorough listing of all action and filter hooks in WordPress see Adam Brown’s WordPress Hooks Database.
Once you have become familiar with WordPress hooks, you can then inspect your currently active WordPress theme for do_action() calls. These are hooks created by the theme developer, which you can use to further manipulate your theme.
As for the theme not noting this to it user’s is not up to WordPress, but rather up to the theme developer who created the theme and provided it for public usage. You can try contacting the original theme developer and ask for a list of available hooks used through out the theme, or make a request for the original theme developer to write more documentation about the theme.