In python distribution .h files are included in the include folder (C:\Users\x_user\AppData\Local\Programs\Python\Python36-32\include). I can not find the use of these .h files. How and where are these .h files are used (if in any python file)? I am running python 3.6.4 on Windows 8.1
They are provided so that C extensions can be built against the Python installation.  It is all about support for third-party tools.
In general, day-to-day user has no need for those files.  It mainly affects them when they are installing an external tool that needs to be recompiled.
Why "include" folder contains .h files in python disribution (python 3.6.4)