Hi, rendering of edit mode links is done on server side and includes you are trying to use are done on client side. Taking an example from your link, you could do something like this (I used jQuery, but also can be easily done without jQuery)
index.html
<!DOCTYPE html>
<html>
<script src="http://www.w3schools.com/lib/w3data.js"></script>
<script src="https://code.jquery.com/jquery-3.1.1.min.js" integrity="sha256-hVVnYaiADRTO2PzUGmuLJr8BLUSjGIZsDYGmIJLv2b8=" crossorigin="anonymous"></script>
<body>
<div id="main-nav" w3-include-html="content.html"></div>
<script type="text/javascript">
$(function() {
if ( window.sitecakeGlobals && sitecakeGlobals.editMode ) {
$('#main-nav').attr('w3-include-html', 'sitecake.php?scpage=content.html');
}
w3IncludeHTML();
});
</script>
</body>
</html>
content.html
<ul class="sc-nav">
<li><a class="active" href="./" title="Home">Home</a></li>
<li><a class="" href="/about.html" title="About">About</a></li>
<li><a class="" href="/portfolio.html" title="Showcase">Showcase</a></li>
<li><a class="" href="/contact.html" title="Contact">Contact</a></li>
</ul>
URLs in menu links should be existing pages if you are using 2.3.7dev