An XSLT stylesheet can include other stylesheets to reuse transformations. The XSLTTRANSFORM method expects either a stylesheet with no includes or a consolidated stylesheet, which is a stylesheet document resulting from resolving all the dependencies for the stylesheet and packaging those dependencies in a single XML envelope. This package is now a self-contained stylesheet definition which can be passed to methods and functions that need to perform XSLT transformations.
You can use the Schema and Stylesheet Consolidation utility to consolidate your stylesheet before passing the stylesheet to the XSLTTRANSFORM method.
You can download sample stylesheets and the Schema and Stylesheet Consolidation utility from Teradata Downloads.