EF LINQ include multiple and nested entities

In Entity Framework Core (EF.core) you can use .ThenInclude for including next levels.

var blogs = context.Blogs
    .Include(blog => blog.Posts)
        .ThenInclude(post => post.Author)
    .ToList();

More information: https://docs.microsoft.com/en-us/ef/core/querying/related-data

Note: Say you need multiple ThenInclude() on blog.Posts, just repeat the Include(blog => blog.Posts) and do another ThenInclude(post => post.Other).

var blogs = context.Blogs
    .Include(blog => blog.Posts)
        .ThenInclude(post => post.Author)
    .Include(blog => blog.Posts)
        .ThenInclude(post => post.Other)
 .ToList();

Include is a part of fluent interface, so you can write multiple Include statements each following other

 db.Courses.Include(i => i.Modules.Select(s => s.Chapters))
           .Include(i => i.Lab)
           .Single(x => x.Id == id); 

Have you tried just adding another Include:

Course course = db.Courses
                .Include(i => i.Modules.Select(s => s.Chapters))
                .Include(i => i.Lab)
                .Single(x => x.Id == id);

Your solution fails because Include doesn't take a boolean operator

Include(i => i.Modules.Select(s => s.Chapters) &&          i.Lab)
                           ^^^                  ^             ^ 
                          list           bool operator    other list

Update To learn more, download LinqPad and look through the samples. I think it is the quickest way to get familiar with Linq and Lambda.

As a start - the difference between Select and Include is that that with a Select you decide what you want to return (aka projection). The Include is a Eager Loading function, that tells Entity Framework that you want it to include data from other tables.

The Include syntax can also be in string. Like this:

           db.Courses
            .Include("Module.Chapter")
            .Include("Lab")
            .Single(x => x.Id == id);

But the samples in LinqPad explains this better.