Does the MQH header file can be compiled into a format EX4 and attach to the project?

[Deleted]  

No you are thinking of libraries which start as an .mq4 file, are then compiled to .ex4 in the experts\libraries folder

You can then reference them like

#import "SFXSettingsLibZR411.ex4" 
    int LoadStaticsFromLibrary(string sSymbol, double& GetEAValues[]);

#import

-BB-