Henderson hopes her players will “take away memories they will never forget” in the semi-final but the ultimate goal is to see them break into the senior squad in the future.
The last England Under-17s squad to play in the World Cup finals included current Lionesses Niamh Charles, Alessia Russo, Georgia Stanway, Ella Toone and Lotte Wubben-Moy.
“We think these tournaments and experiences are crucial for their development,” said Henderson.
“We want to be in more major tournaments like this and expose players to what it’s like to participate in them from a pressure perspective and also culturally.
“Those two games [against Mexico and Japan] were probably the two craziest games of football we’ve ever been involved in.
“They showed the true character of this squad, who we are as a team and how much we believe in each other.”
Spain are heavy favourites having comfortably beaten England in the Euros final but Henderson says her side want to “show off on the big stage”.
“A lot of work went into the build-up to the tournament. We have spoken about being united, together, present and enjoying the moments together,” she added.
“We also want to be ruthless in the way we play football and show off on the big stage. They are the values we have in this team.
“We truly believe we can find a way and we have enjoyed riding the challenges together. I know the mindset of the players and they are not satisfied yet.
“We want to keep going as far as we possibly can. As long as every member of staff and player can say they gave it their best shot – that is what we want.”