Integrating wordpress with other pages

Is there any way to integrate your wordpress theme (header.php, sidebar.php, etc) to other pages that are not in the theme directory but in the main directory?

my host tells me to use this code (italics are what i had to change):

<?php require_once(“/home/username/public_html/wordpress/wp-blog-header.php”);?>
<?php get_header(); ?>

but i keep getting an error message. is it because i’m subdomain hosted?