Hi Blue,
Put the file in the same general location as your php pages and use include:
<? include("/home/http/commands.sql"); ?>
Then you can call any functions or check any variables that were assigned in your file further down in your PHP.
Note I've used an absolute path above, but you might use realtive "../commands.sql" or just copy the file to every location you're going to use it from and use "commands.sql". It is really up to you.
Note that the user won't be burdened with a huge download time for these pages just because commands.sql is big. Only the print, echo and unescaped HTML in the include file gets sent to the browser. BUT... if you're commands.sql file is REALLY huge, you'll still have a delay as the server side PHP picks up the entire file and processes it. If this is the case, consider breaking it up into smaller files: "inserts.sql" "updates.sql" "transactions.sql".
Hope this helps...