pm counter

Yes, it would be possible to add code to your theme’s header.php file that would add this information. It might look something like this:

global $dduser, $phpbb_user_id;
if (!empty($phpbb_user_id)) {
	$newpms = (int) $dduser->data['user_new_privmsg'];
	if ($newpms) {
		echo "({$newpms}) new Private Message(s)";
	}
}

The exact code would depend on your theme, but the above would output what you want.