"example.c", line 3: fatal error #5: could not open source file "header.h"
The compiler cannot find the file specified in the #include preprocessing directive.
This error usually occurs for one of two basic reasons:
First, make sure the included file is correctly specified and exists. If the file exists and the compiler cannot locate it, the best solution is to add the location of the file to the compiler's list of include paths; add the directory containing the file to the --include_path dialog in the Include Options category.
The error halts compilation. You will not be able to build the program until this problem is fixed.