I believe you're speaking of the #include command, just like you'd find in C. If you're using Dark Edit however, there is a button for "Included files" that actually works better, with less confusion and such like that.
#includes should be near the top of the source, where you can call the functions contained in other files just like those in your source.
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One danger however, functions in includes, if they need access to global variables, can really mess ya up. Step lightly.
Any truly great code should be indisguishable from magic.