Sure, you just need to call the render method in your view script file like this:
PHP Code:
<?php echo $this->render('header.phtml'); ?>
Although, I'd advise that you look into the Zend_Layout library as this implements the 2 step design methodology. You'll quickly find that you'd prefer to do things this way if you start to realise that you're including headers and footers in every view in your application.
More info here:
Zend Framework: Documentation