main.wdl Code:

---

include "second.wdl";

TEXT myText
{
	layer = 1;
	pos_x = 10;
	pos_y = 10;
	string = firstString;
	flags = VISIBLE;
}

function main()
{
	level_load("");
	wait(1);
}

---

second.wdl Code:

---

STRING firstString = "Some string";

---

No problem. Anyways, unless you show your code it's not possible to help.