My guitar came with steel strings but the headstock looks like the one found on a nylon string guitar should I change strings?

You can't just go by the headstock. If you post a good picture showing the whole guitar, and tell us whether there is any indication of steel reinforcement in the neck, we can tell you more. Slotted headstocks were used on many vintage guitars and today are often found on small "parlor guitars" inspired by vintage small-bodied instruments. However, they are commonest on the toy quality guitars sold for less than $100 on eBay and Amazon. The companies that build these often put out a steel string and nylon string model that require as few assembly line changes as possible (and hence do not work very well either way, but as a general rule, stick to the string type it came with new).

As jcr says, it's not really a serious guitar. It looks like a nylon string guitars with the changes jcr describes, so it's meant to take steel strings.

Looking at the bridge, I'm surprised if it plays in tune and you may have trouble playing it or even tuning it.

You MUST use the strings that your guitar was designed for. There are lots of steel string flattop acoustic guitars with slotted headstocks. That doesn't necessarily make it a classical guitar. How can you buy a guitar and not know what strings it uses?

Crescent is the maker