When you write .NET code, you can compile the server code into an assembly (.DLL). And code that runs from this assembly (i.e. ASPX page code-behind) can access any public classes that are in that assembly. This is how you create a code library.
This differs greatly from the old ASP way of doing this where (as your question demonstrates) you created a common file for functions and had to include this in every page that wanted to use it. The programming model is entirely different.
Please describe your environment a little more and perhaps we can provide you some direction. What are you coding with? Notepad, Web Matrix, Visual Studio? What kind of code are you trying to include?
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