Any fluid, which doesn't return to the veins, passes into the lymph system. Any large fragments of debris that are too big to be reabsorbed into the blood stream are filtered off into the lymph system. When the circulation is increased as a result of exercise, the flow of lymph is also increased. Lymph passes into little open-ended vessels which become bigger and bigger as they travel towards the neck where the fluid empties back into the bloodstream. En route, the lymph passes through some of the 600 lymph nodes in the body. These nodes filter out and trap harmful substances and bacteria, stopping their dispersion throughout the body.
Headache is one of the problems that can be caused when the system goes wrong. The lymph from the head drains into the lymph nodes on the right side of the neck. If the outlet of lymph is blocked due to increased tension in the connective tissue in the neck, the lymph can't get away and pressure builds up around the cells. This can cause headaches and is one of the ways that tension headaches can occur. By improving the drainage of lymph, the headache can be alleviated.
See Manual Lymph Drainage