Neither sentence makes any sense. "I don't include those guys" is basically correct, but sounds a little off (yes, there's a reason for this but that's a whole other question). This means that you have a group of people in mind, such as people you invite to an event, and "those guys" don't get an invite. "I'm not included in that group" might be closer to what you mean to say. It sounds like you've been rejected, but it doesn't tell us why. If you mean that you don't (want to) spend time with "those guys", then you probably need the verbs "involve" or "associate", or maybe a more colloquial word. I'll let you work that one out. ;)

* Which one sounds more natural? In American English, we would say any of these: 1. I never get included in their group / functions / activities / road trips / etc. 2. I don't ever get included in their group / functions / activities / road trips / etc. 3. I am never included in their group / functions / activities / road trips / etc. If you are talking about including people in your group, activities, etc., then we would say: 4. I never include them / those guys in my group / functions / activities / etc. 5. I don't ever include them / those guys in my group / functions / activities / etc. 6. They / those guys are never included in my group / functions / activities / etc.

Do you mean 'I don't get involved with those guys' ?