See if this helps you out.
Create three files:
one.php
two.php
nav.php
one.php should read:
<html>
<body>
<h1>This is page one</h2>
<?php include($DOCUMENT_ROOT . "/nav.php"); ?>
</body>
</html>
two.php should read:
<html>
<body>
<h1>This is page two</h2>
<?php include($DOCUMENT_ROOT . "/nav.php"); ?>
</body>
</html>
nav.php should read:
<p>
<a href="one.php">one</a><br>
<a href="two.php">two</a></p>
See if that helps you see how they work.