You cannot include the file using 'http://example...' because the file cannot be accessed via HTTP. That is the point of moving it outside of the web root.
You need to reference it using the filesystem name. It depends on your set up, most hosts will point the site to a folder like /var/www/example/public. Then http://www.example.com/file.php will be at /var/www/example/public/file.php in the filesystem.
However, the page there about security is saying you should move the file to /var/www/example/file.php so it cannot be accessed via the web.
* If your are not sure what your document root is, you can get it via PHP using: echo $_SERVER['DOCUMENT_ROOT'];