Configuration Settings of 18F4550 in a header file
Yes, of course this is possible.  You don't say what compiler you are using, but this doesn't matter too much.

You can create a file called config.h and add it to your project in MPLABX.  Put all of your configuration defines into that file.

In your main.c you can then:

#include "config.h"


(Note if you are using XC8 you should be including xc.h and not p18f4550.h)