No, no, NO.
First of all, you don't #include a file within a function.  You #include a file at the beginning of a file, before other declarations.  OK, you can use #include anywhere, but you really just shouldn't.
Second, #include doesn't execute anything.  It's basically just a copy-paste operation.  The contents of the #included file are (effectively) inserted exactly where you put the #include.
Third, if you're going to learn to program in C++, please consider picking up one of our recommended texts.
You commented:
I am working with the multiphaseEulerFoam Solver in OpenFoam and
  inside the main() of multiphaseEulerFoam.C are classes included. I
  assume that the classes have the right structure to be called in
  main()
That may be the case, and I don't doubt that the classes have the right structure to be called from main.  The problem is main will be malformed after the #includes because you'll have local class definitions and who knows what else within main.
Consider this.  If you have a header:
foo.h
#ifndef FOO_H
#define FOO_H
class Foo
{
public:
  Foo (const std::string& val)
  :
    mVal (val)
  {
  }
private:
  std::string mVal;
};
#endif
And you try to include this in main:
main.cpp
int main()
{
  #include "foo.h"
}
After preprocessing the #include directive, the resulting file that the compiler will try to compile will look like this:
preprocessed main.cpp
int main()
{
    #ifndef FOO_H
    #define FOO_H
    class Foo
    {
    public:
      Foo (const std::string& val)
      :
        mVal (val)
      {
      }
    private:
      std::string mVal;
    };
    #endif
}
This is all kinds of wrong. One, you can't declare local classes like this.  Two, Foo won't be "executed", as you seem to assume.
main.cpp should look like this instead:
#include "foo.h"
int main()
{
}