Hello Twig,
We don't expose an event for when a pane header is clicked, it just opens or closes appropriately. We did make the method that does this virtual, however, so if you were to inherit from ExplorerBar and override OnPaneHeaderClick, you could customize this behaviour if you wanted.
If you don't want to modify the current behaviour and you just want to be notified on the click, you could hook the MouseUp event and use the GetHeaderAt method to retrieve the pane whose header is under the mouse cursor.