Can I include a header file into a new header file that I created? I put
#include <MCP23S17.h>. I want to create a another header file.
Yes, a header can include another header. But if you are using the Arduino IDE and the headers aren't in the same folder, then you'll also need an #include line for it in the .ino file.
Why not just include both in the final program?
Happens all the time.
DHT.h needs AdaFruit_Sensor.h, for instance, so you just include both.
First AdaFruit then DHT