Yes, they both means "include" even if "comprendere" also means "to understand", while "includere" only means "to include". So, if you can use "includere" as "include" without problems, when you have to use "comprendere" you have to consider the context in which you are speaking or writing. Just the context can give you the right meaning :D

tutto compreso/incluso → all inclusive, all-in dall'8 al 22 compreso → from the 8th to the 22nd inclusive aperto tutta la settimana domenica compresa/inclusa → open all week including Sunday fino a giovedì incluso/compreso → up to and including Thursday incluso/compreso mio cugino → including my cousin, my cousin included spese incluse/comprese → inclusive of expenses