How to include any template using Shortcode fuction?

You can’t return the include statement. And you shouldn’t use include template parts.

And here’s how to do it correctly:

function custom_code() {
    ob_start();
    get_template_part( 'custom-template.php' );
    return ob_get_clean();
}
add_shortcode( 'custom_shortcode', 'custom_code' );

So what we’re doing here is:

1. Start output buffering.
2. Include given template part using get_template_part function.
3. Return all the output generated by that template and delete the buffer.