You can add headers to the HTTP response in PHP using the Header() function. Since the response headers are sent before any of the actual response data, you have to send these headers before outputting any data. So, put any such header calls at the top of your script.

Redirection
<?php header('Location: http://www.php.net')?>
Setting a Last-Modified Header
<?php header('Last-Modified: '.
      gmdate('D, d M Y H:i:s',getlastmod()).' GMT')?>
Show all Sent Headers
<?php
if (headers_sent()) {
    foreach (headers_list() as $hdr) echo $hdr.'<br>';
}
?>
Avoid all Caching
<?php
Header('Cache-Control: no-cache, must-revalidate');
Header('Pragma: no-cache');
Header('Expires: Mon,26 Jul 1980 05:00:00 GMT');
?>