It isn't possible to "embed" a PHP script into your sites header template
However you can get VB to call your script, which then puts some output into a php variable that you can then reference in your header template
To do this you would create a plugin via ACP, if you want this on all pages the hook point would be "global_start", in the plugin code you then call your script, or if you prefer you can put the entire PHP code into the plugin.
So lets say you wanted your display header to show an image, your plugin code would look something like this:
$a_variable_name = '<img src="myimage.jpg" alt="image" />';
You would then edit your header template to include:
<p>Check out this great image</p>
<div>$a_variable_name</div>
<p>It is fantastic is it not!</p>
Remember to try and keep your variable name unique, as you might accidently overwrite and existing variable which will most likely break something.