The help page I linked to has a simple example.
Start with building a piece of script with include. If your code works (and executes the script inside that file).
Once that works, replace include with must_include. The code should still work (but check).
Now remove the file your are trying to include and see that your script complains.
Must include in contrast to Include will yield an error if not possible to included (stopping the script if ErrorMode is default)
If you have a file named "to_be_included.qvs" in a folder mapped into your qliksense as "folder", and inside this file it has
LET this_variable = 2;
When you put this in your script
it will go to that file and run that line of code and make your variable "this_variable" equals 2
This is good when you have a piece of code or some variables you want to share between multiples scripts.