How do you import a module in Python?

In Python, importing a module is accomplished using the import statement followed by the name of the module you want to include in your code. This method brings in various functionalities defined within that module so that you can utilize them in your own program. For example, if you wanted to use the math module to access mathematical functions, you would write import math. This allows you to use functions like math.sqrt or math.pi within your code.

The other options presented do not reflect the correct syntax or terminology used in Python. The term "include" is commonly referenced in languages like PHP or C, and "require" is also not a keyword used in Python for importing modules. Similarly, "load" is not a proper method for module inclusion in Python. Understanding the import statement is fundamental as it enables the modularity of code, promotes code reuse, and allows programmers to leverage existing libraries and modules efficiently.