If I understand your question correctly, then neither is correct. 'Which books does that book order include?' or' Which books are included in that book order?' You need the 'does' or 'are included' as your sentence order is the wrong way around without it. You could ask 'That book order includes which books?' - but that is not so natural.

Which books are included in the (book )order ? > Use "which" when you know the books concerned > Like when you are in a shoe shop , and you are looking at a few pairs of shoes ; then you ask the salesperson , "Which pair is cheapest ?' What books are included in the order ? Use "what" if you have no idea at all what books are included > Like " What is this ?"

Which book includes that book order