The simplest way to include external content on your page is through the use of <object data="…"> or <iframe src="…">, but those only work if you want a fixed dimension box for the content to appear. If that is what you want, then I would first try the <iframe> element. On the other hand, if you want the content to appear truly inline with the rest of the content, then AJAX wil come to the rescue (see below).
The jQuery-based JavaScript you need is:
jQuery.ajax({
url: 'ajaxContent.html',
dataType: 'html',
cache: false //This could possibly be useful for eLearning courses
}).done(function(newHtml) {
$('#ajaxContainer').html(newHtml);
});