Its unlikely that North Korea has nuclear warheads for its long range missiles. There has been much talk recently about North Korea actually testing the nuclear weapons it claims to have built. North Korea obtained a lot of the bomb making technology from Pakistan, although it appears that Pakistan has not been willing to share all the details of those deals with the United States. However, its nearly impossible to conceal a nuclear weapons test, because of all the satellite and seismic (earth movement detection monitors) installed world wide. Thus it is pretty certain that North Korea does not yet have a working nuclear weapon. Reports of North Korean plans to test one of its designs may well be true. If the North Korean nuclear weapons were based on Pakistani designs, theres a good chance the North Korean weapons wont work. It is known that several of the Pakistani designs fizzled when actually tested. 

If the North Korean bomb design does work, the world will know it. But turning that bomb design into something that will work in a missile warhead, is a much more difficult task. A ballistic missile is a hostile environment for delicate devices, and a new nuclear bomb design is definitely delicate. Its not known how much help, if any, North Korea has obtained from Pakistan on warhead design. Pakistan does not have a lot to offer, because they apparently have not perfected a nuclear missile warhead themselves. Another indicator of the difficulty of missile warhead design are the many reports of American, Russian and other countries that discovered serious flaws with their missile warhead designs after they believed they had gotten them to work. The problem with missile warheads is that it is dangerous to test them. The warheads contain highly radioactive material, and if the warhead does not detonate properly, that nuclear material gets splattered all over the landscape when the warhead hits the ground. If the missile itself has problems, that radioactive mess could come down in a populated area. Moreover, detonating a nuclear weapon in the atmosphere, which you have to do for a complete missile warhead test, makes you very unpopular in the international community. North Korea cant really afford any more bad press, although they seem determined to go after it anyway. 

North Korea has put a lot of its scarce technical and engineering resources into its missile and nuclear weapons programs. They do not have a lot of depth in this department, and even if they successfully test nuclear warhead, they then have to face the problem of successfully producing more of that design. These nuclear bombs and warhead are all hand built, not mass produced. It is not easy at all.