The association tag is automatically generated for Entity Framework and LINQ to SQL. When using POCOs or other alternate DALs you need to create the tag yourself. Having the include without an association will not do anything.
Here is information about composition:
http://blogs.msdn.com/digital_ruminations/archive/2009/11/18/composition-support-in-ria-services.aspx
Generally, if you don't know if you need composition or not, then you don't need it. To be exact, if you have validation rules at the "parent" level that depend on values in the "children", then that is when you need composition. In most other cases you
should avoid it.