Be careful.
The rating is usually per pin, with no other pins energized.
For example, cheap 0.1" headers are rated for 2-3A -- individually. A 20-pin header can't carry a total of 40-60A*. It's less than half that.
*Which, in a real application, would be 20-30A, half for plus and half for minus.
Read the datasheet carefully. If it doesn't specify, contact the manufacturer, and insist that they properly document their specifications!
Tim