Including files in any PHP program is a very common practice and is nothing out of the ordinary. However, problems can occur when a user navigates to a script file that has a function, but is meant to be included as part of the larger program. For example, if your system includes a file to delete something then if that file is run by itself then there is a chance that it will delete everything.
Of course there are other factors like database access, global variables and sessions that would cause any script to simply error and not cause a problem. However, it is good practice to make sure that any include file is only run when it is included, and not when it is run on it's own.
The following little snipped of code can be placed at the top of any include files to make sure that it can't be run outside of an include. The file in this example would be called "test.php".