Is this possible?
No. The code in files #included within a program is compiled into the program so the .h file cannot be selected later.
That is not to say that you could not write a program such that the user is prompted to select different settings at run time, but all possible values of the settings would need to be already compiled into the program, be entered by the user, read from an SD card or previously stored in EEPROM.
What is it that you are trying to do ?
How many and what type of settings are you trying to make selectable ?