For MQL4, will it include the .mqh header files multiple times (or does it matter?), if say one header file makes use of the header files we already included?
If yes, how to prevent that?
Do not worry about it. Everything will be compiled without problems.
PS See also #define and #ifdef.
Use #ifdef quard. Best programming practices suggest to wrap every header file source code into a construction like this
... actual source goes here
Do we need to take care of this or just let mql4 take care of it (since it does not throw errors with multiple includes)?
#define Trick A
#include "Trick.mqh" // does something with A
#define Trick B
#include "Trick.mqh" // does something with B