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I know I can set the include in Features, but is there a way to depict it graphically? I've been playing with dependencies but can't seem to get it right.
The dependency is the right way to depict it graphically. Try drawing a dependency from the class where the constant is used, to the package where the constant is declared.
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what stereotype do I need to include to force the #include line?
When drawing a dependency, set the "Usage" stereotype to force the #include line.
If this still doesn't work, try putting up a few pictures of your Object Model Diagrams so we can see the layout of your classes and objects.