Without a server, how is anyone able to view your pages?
If they are just opening them as local files in the browser, then there is no include mechanism available. (Although I guess you could fashion one out of some Ajax code, but that would be rather weird.)
definitely, an iframe allows you to get stuff from one page into another and include material in the general sense - not in the specific sense of a server side include. As we don't really know the design requirement that is being addressed here, the iframe may be an option.