I have a script just to connect to a database but it leaves the connection open. But what i want to do is test to see if the server included it or if someone is visiting it.

If someone is visiting it, it might mean there using my script to use my database.

So how do i test to see if the server has included the script or if someone is visiting it?

It's impossible to include a remote script and use it to get to their database. The script would be parsed on the remote machine and no data would be passed to the output. Thus, it can't happen.