How can I include php file in my module without using composer? I want include PHP file in drupal 8 module.
What is the best way for it ?
Outside of autoloading, the only option Drupal provides itself is module_load_include(), which literally

Loads a module include file.
Examples:

// Load node.admin.inc from the node module.
module_load_include('inc', 'node', 'node.admin');
// Load content_types.inc from the node module.
module_load_include('inc', 'node', 'content_types');

The final part of the description is worth taking in separately as it's important:

Do not use this function to load an install file, use module_load_install() instead. Do not use this function in a global context since it requires Drupal to be fully bootstrapped, use require_once DRUPAL_ROOT . '/path/file' instead.

It's also worth noting this function won't be around forever, the plan is to move it completely into the module handler service.