Can you reference internal SQL files within a Synapse Workspace via another SQL file?

Is it possible to reference and run separate SQL files within your Synapse Workspace in your folder via another SQL file? Perhaps with the use of a stored procedure?
I thought it would be possible via this code:

:r "MyFolder/MyQuery.sql"

However Synapse does not recognise the ":r" sign and I am getting an error:

Does anyone know if it's still possible?

AFAIK, currently, the above :r is not supported in Synapse SQL. You can raise a feature request for that here.

You need to create stored procedure for this requirement and call it in another script file.

If you want to execute all script files, one workaround is copying all the scripts into a script file and execute it.

I have used Powershell for it.
Using Get-AzSynapseSqlScript, first I got all the scripts and store those by using a path.

$ok=Get-AzSynapseSqlScript  -WorkspaceName rakeshsynapse
$queries=$ok.Properties.content.Query                   
$queries
Set-Content -path "scripts.sql" -Value $queries

Now, using Set-AzSynapseSqlScript I have copied all scripts to a new file.

$res_script = Get-AzSynapseSqlScript  -WorkspaceName rakeshsynapse -Name <any_existing_script_name>
Set-AzSynapseSqlScript -SqlScript $res_script -DefinitionFile "scripts.sql"

File in Synapse:

But, this approach has a limitation that it will work without much manual work only when you have the requirement to execute all the files. If you need to execute only some of the files, it will also involves manual work like giving the file names of those. So, better to use Stored procedures in that case.