PHP File Include Question

I did a search, and didnt reall find anything, or, i jus tsuck at searching.. anyways..

I am trying to include a file via PHP into a page on my site.. I use the correct syntax, but it’s not grabbing the file. here is what I am using in the body of the WP Page…

<?php include("https://g0nk.com/pic-gallery/index.php") ?>

I am basically trying to embed a Coppermine Photo gallery into a page on the site. I can’t seem to figure this out.. any help would be appreciated..