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There are several ways of doing what you want - the best way depends on exactly what you are trying to achieve.
The simplest way is to use an inline frame or iframe. The HTML looks like this:
<iframe src="name-of-page.html" width="150" height="140" frameborder="0" scrolling="no"></iframe> However if you are wanting to include something like a menu on each page of your site, you should look at using a server-side include (SSI), which is a special comment recognised by the server and used to insert a markup snippet held in a separate file:
<!--#include virtual="name-of-page.html" --> Your server needs to support this, though. Most do, but sometimes only on files with a .shtml extension.
What are you trying to do with your included file?