This is not what it means.
All this relates to what happens when you include those files. The result of include 'foo.php' should be either a set of new characters (classes, functions, constants) that were created, or some kind of side effect (an autoloader was added, HTML output was output, or something happened at all). These two things should not be confused, since you often want to load classes without causing an inevitable side effect.
If you 1) include file, and then 2) explicitly call a function that creates a side effect, this is completely normal. Otherwise, all the code that creates side effects cannot be written in classes or functions, which is simply nonsense.
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