Seriously, you need to put a little more context into this question - where have you seen mention of the $ character? That would help drive an appropriate answer.
-craig
"You can never have too many knives" -- Logan Nine Fingers
The $ isn't the keyword, "$INCLUDE" is. This is a compile-time switch to include source from another file, in this case "SAMP.H" in "DSINCLUDE". Your code probably will not compile without it. You can read up on $INCLUDE and $INSERT in the DataStage BASIC Programmers Guide
It so happens that DSINCLUDE is the include file that DataStage uses, it is a subdirectory called "dsinclude" in the project directory. SAMP.H is a file in that directory and you can look at it.
n.b. I think that it is bad practice to put user defined include files into DSINCLUDE as they might be overwritten when upgrading or changing versions.
It is a DataStage BASIC header include file; I've never heard the term "library file" used for this. Just keep in mind that this is a user-written header, not one supplied as part of the package.