Header files are used to "encapsulate" functionality of your code. When you #include a header file, what you are actually doing is, as perhaps an oversimplification, "pasting" the code from that header file into your sketch above where the main code you've written in that file resides. You can then call on functions defined in the header file. Usually, at this level, you are using header files to include useful code that other programmers have contributed to a "library" that has some functionality that makes your life easier -- UART or Wire for communication, or perhaps being able to write to one of Adafruit's LCD displays with a single function call.
Programmers will also write their own header files to improve readability of their code -- for example, by encapsulating all code related to a particular functionality, perhaps troubleshooting, in one file. Another header file in the same program might, a bit ironically, be dedicated to input/output functions (but in the sense that it handles the reading and writing of data on some storage medium, such as an SD card). Header files can also #include other header files (if you're careful about how you do so).
However, header files are not usable "input/output." The compiler will read it all as one program and flash it to the Arduino just like any other code you have written.
http://www.learncpp.com/cpp-tutorial/19-header-files/