All .h files, all .cpp files, and all .pde files in the sketch directory are opened as separate tabs when you open the sketch.
All .pde files are compiled, so there is no reason to tell one .pde file about any others, nor is there a way to.
All .cpp files whose .h files are included in a .pde file will also be compiled. All the .o files that are produced by the compiler will be linked by the linker, to produce the .hex file.
I've tried adding the header files to the sketch as a new tab, but that doesn't seem to work at all.
It's always worked for me. What evidence can you show that "it doesn't seem to work at all"?