#include is the command ... and you must include the file using the current folder as a base.
In addition U5.x no-longer appears to support this feature.
It is safer codewise and time saving to add the files in using the include button without your IDE for dbp.
However I do think that U6 should allow us to use the #include command as the include button allows us too rather than how it is used legacy wise.
As personally I prefer being able to declare my included programs at any given point. Particularly like PureBasic's IncludeX feature which means if the file is already included it is ignored however if it isn't then its included which can be good as there is currently no way to check such things.

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