If you are getting this error while loading your file in server, Unable to load the requested file: templates/header.php or you are getting error like Unable to load the requested file: templates/footer.php Then you may have posted your site in some wrong directory.
Please make sure in codeIgniter that you have created a directory /application/views/templates/ and your header.php and footer.php exist inside /templates directory like /templates/footer.php or header.php.
This error is done actually when you are starting to learn codeIgniter so do not worry and go on 🙂