The FHS says:
"The /usr/local hierarchy is for use by the system administrator when installing software locally. It needs to be safe from being overwritten when the system software is updated. It may be used for programs and data that are shareable among a group of hosts, but not found in /usr."
The /usr/local/ directory is similar in structure to the /usr/ directory.
If you install programs yourself in the /usr/local directory, the program file will install header files in /usr/local/include.
Why a possibly shared directory would be called local I don't know. It was a subject I brought up myself.