I want to underline the clickable titles, how can I do that?

You can adjust this in the settings of your TwentyTwentyFour theme. Go to Appearance > Editor > Styles > click on the pencil > then right on Typography > Links and choose the underline decoration. Save this changed on top right.

Thanks but all links are already underlined but not on headers. When choosing Headers in Typography there’s no way to specify linked headers. Or am I missing something?

For the link in the navigation in the header area, you have to edit the navigation block. So go to Appearance > Editor > Patterns > Templates parts > Header > mark the navigation block > choose the styles-Tab in block sidebar right > go to the three dots on “typography” and choose the decoration you want.