Can I include in my thesis works I have already published?
It all depends on the wording of the Author/Publisher Agreement, sometimes called a Copyright Transfer Agreement, that you signed with the publisher of your work. Often times these agreements transfer most copyright in your work to the publisher, leaving you with very few rights to the work. If your Author/Publisher Agreement does not allow for you to re-publish the material in your thesis, you will need to contact the publisher and ask them for permission to use the work.
If you are planning on submitting work to be published, and you already know that you will want to later include this material in your thesis, try to ensure that you get wording in the Author/Publisher Agreement that allows you to include the material in your thesis. The Canadian Association of Research Libraries (CARL) provides an author addendum and information about negotiating your publishing agreement here.