The correct syntax is

#INCLUDE constantes.h
or 
#INCLUDE C:\mydir\constantes.h
or 
#INCLUDE "C:\my dir\constantes.h"

>When i want to include a .h file with:
>
>#INCLUDE [constantes.h]
>
>I get an error that says the file doesn't exists! why?
>The help says that I must include the path of the file, I've already did it but the error is the same. What is the proper sintax? I have the SET DEFAULT and SET PATH in the same path of the file.
>
>Thanks in advance
>Héctor L.