$data = ['data' => 'this', 'data2' => 'that'];
$headers = [
    'Accept' => '*/*',
    'Content-Type' => 'application/x-www-form-urlencoded',
    'Custom-Header' => 'custom-value',
    'Custom-Header-Two' => 'custom-value',
];
// open connection
$ch = curl_init();

// set curl options
$options = [
    CURLOPT_URL => $url,
    CURLOPT_POST => count($data),
    CURLOPT_POSTFIELDS => http_build_query($data),
    CURLOPT_HTTPHEADER => $headers,
    CURLOPT_RETURNTRANSFER => true,
    CURLOPT_FOLLOWLOCATION => false   //Sets follow_location to false so the header will be inserted
];
curl_setopt_array($ch, $options);

// execute
$result = curl_exec($ch);

// close connection
curl_close($ch);