The header files that you add to the file inclusion dialog are put into main.h.
You can link other .o files (.o files are what you get after compiling .c files) by adding them to the linker script used by EasyC. Just add FILES commands into the script following the existing ones. If you installed EasyC in the default location, the linker script for the 2006 RC is C

rogram FilesIntelitekeasyC for FRCFrc18f872218f8722.lkr.