The WP in their URLs is not related to WordPress, it’s just a shorthand for WebPage. These types all have the type WebPageElement as parent.
In my opinion, using WebPageElement or one of its sub-types (like WPHeader etc.) is pointless for general web pages (there are some special cases and non-HTML contexts where it might make sense to use these types). It can even be hindering to have these types, because it’s not (easily) possible to provide content in WPHeader/WPFooter/WPSideBar as value for a property that should belong to the parent WebPage item (e.g., if your WPFooter contains a license statement, the license property would specify the license for the WPFooter, not for the WebPage).
Neither Google Search (doc.) nor Bing (doc.) nor Yandex (doc.) document any feature that would make use of these types.