The CodeWarrior tools come with some example programs that include the headers. You can also use a Project Wizard to create a new project with your choice of processor and possible target board. The Wizard asks you a few questions, and generates a collection of files with a simple program, along with the required header files and libraries. You can then modify the sample program to add your own code, and there is an add file mechanism in the GUI-based IDE that allows you to add your own source code to the project's build process.
I'd recommend that you go the the
CodeWarrior Development Tools Learning Center and investigate the capabilities of the tools.
---Tom