Do you mean having multiple files that are included in one page using the same connection? If so yes, just pass the connection like a variable.
If you want to have multiple pages all use the same connection? No you can't guarantee this, but the pconnect functions are supposed to do connection pooling so that once if you try to connect to the database a second time with pconnect then it looks to see if a connection is already open and not is use and just passes that back to you, or it will open a new one.