First of all, you can place an include file wherever you like in your code. Though that really has nothing to do with the problem at hand.
You should not be using header()
for this. header()
provides the client browser with meta information on the http response as a whole.
Take a look at this link for usage information on favicons:
http://en.wikipedia.org/wiki/Favicon
In most cases you can just place the favicon.ico in your web root and the browser will pick it up automatically without any markup at all. You can also use a <link>
element.