Well, my test case is quite simple. This is with yesterday's snapshot on Win 7.

Under C:\Benutzer\sven-schreiber\Dokumente I created a new directory "gtest".
(Equivalently in the Windows cmd.exe shell it shows as the non-localized variant C:\users\sven-schreiber\Documents\gtest. Perhaps the language issue on Windows plays a role, I don't know.)
Because it's a new directory, gretl's CWD is something quite different.

In that dir I save a file gmain.inp which contains just "include helper.inp". That file helper.inp is also in there next to gmain.inp, and it contains the line 'print "helper!"'.
When I click the run (cogwheel) button in the script editor for the gmain.inp file I get the error "Error reading helper.inp" (in German translation).

Then I set the CWD to the gtest directory, and I get as an echo the path of helper.inp, and the printout: helper!
In other words, then it works.