This page has to be called from the server for the header/footer includes to work. Load this file into a browser locally and you will see that the header/footer do not get included.

The technique is called Server-Side Includes (SSI) because the header/footer files are included (required) into this page before it leaves the server. Once this page gets to your Web browser, it is just one complete HTML file as you can see if you pop open the source code view in your browser.