It all depends on the project structure. Where are you including functions.php and ajax_functions.php from? For example, consider your full setup was:

my_project
> config
> index.php

If we wanted to include both files inside index.php, we could simply use the following statements:

That's all there really is to it. You just need to remember how PHP works, we're including the files in the index.php file, therefor, in reality we're actually pulling the data out of those files and essentially "pasting" it into the index.php file.