Yes periods can cause migraines.
It's very normal to experience migraines while on your period and menstruating as your hormones are changing.
The headache during a menstruating cycle is known as a menstrual migraine and is normal and usually goes away on it's own but you can apply a cool compress to your forehead or take some aspirin to help with the migraine and headache when menstruating.
Most menstrual migraines start before a period begins and last until the third day of menses.
When you have menstrual migraines or period headaches you can help relieve the pain of the menstrual migraine by taking some pain reliever such as Aleve or Aspirin.
When I have a menstrual migraine I take some Aspirin and within a few hours of taking the Aspirin the migraine typically goes away.
If you wait it out it can take a week or two weeks for the menstrual migraine to fully go away.
But taking the aspirin can help relieve the headache much faster.
If the menstrual headache does not go away within a week or so or gets worse then see a doctor about it.
However most menstrual headaches as well as other headaches are just painful and nothing to worry about.