HTTP headers are the core part of the HTTP request and response. They carry information about the client browser, the requested page, the server, etc...
for example: php.net/manual/en/function.header.php
If your header directive is not working, notice that their should be no space between HTTP header name and the colon ).
Correct:
header("Location:example.com);
incorrect but fail without any notice:
header(Location : example.com);
Since their is no "Location :" HTTP header, it is just left out in the HTTP response.