You know if you include certain things by the fact that if you use a function that is part of it. For example, set_lights(const Lighting[]) is native to the Engine module, so you would do #include <engine>
To find out all possible functions, and what module they belong to, look at this:
http://www.amxmodx.org/funcwiki.php
You can also look at the .inc files in the scripting/includes folder for some extra goodies
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