Well, not exactly.. For temporary purposes, you can put the full file extention to something on your computer (Or the internet) to pull the files from. But, to keep it more organized, (When hosted) I put the files in their own rightful directories on my webhost.
And, effectively, php code IS HTML... There's just more rules and more functions when coding in it.
Also, if you don't have a header, that could be your problem, Omega.