Depends on your server configuration. I can on my boxes, 'cause Apache is set to parse everything for PHP.
A word of warning. Apparently the code here on the forum rewrites URL's submitted in the PHP tag as well as in the forum text itself.
I'd look at my original links to the manual to doublecheck the proper use of the header() function. The prototype is double quote, the word Location, a colon, the URL (including protocol and double slashes), a double quote.....