According to OSI model, does the physical layer add any header to the date it receives from layer 2? Or is it simply sending the data frames it gets from layer2 as shown in the figure below? Are the Protocol Data Unit (PDU) and the Service Data Unit (SDU) for PHY layer equal?
That depends on the physical layer - there's a multitude out there - and your point of view.
For example, Ethernet adds a preamble/syncword combination to a layer 2 frame, providing bit and word synchronization. Some might call that a "header". The L1 PDU is the Ethernet packet, the SDU the frame.