\documentclass{article}
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Including a LilyPond file without any options:

\lilypondfile{include2.ly}

From a subdirectory:

\lilypondfile{include/example.ly}

Within a lilypond block:

\begin{lilypond}
  \include "include/myvar.ily"
  \relative c'' { \myVar }
\end{lilypond}

Include a file that includes a file:

\lilypondfile{include.ly}

\end{document}