Hi Mutt,
Yup, we do now but didn't before.
In the 'paper' Airport Analysis era, we always assumed a Headwind to be zero, and used the Zero wind data from the RTOWs. Of course, Tailwind was ALWAYS considered.
Now, in the EFB 'Performance Tool' era (hate that name), policy is to use the exact data to fill all of the boxes. Although only in service for about a year, we're on about Mk VIII instruction how to use it
For my own operation, I used to put in the LEAST favourable wind, e.g. if the wind on RWY 02 was 020/10 varying between 350 and 060 degrees, I'd insert 060/10, the least favourable component provided by ATIS. I was reminded on a line check that this was non standard, and should use the basic wind. I nodded wisely in agreement, and reverted to my 'least favourable' concept between line checks.
When the new toy becomes old, common sense will again prevail.
CAVEAT - Sometimes you need to use the Headwind to operate a 'heavy' sector, 99% of the time you don't.
Regards,
Old Smokey