Variational inclusions are more general than variational inequalities. Variational inequalities are associated with a "cost mapping" (replacing the gradient of an objective function - if you want to connect this to optimization) that is continuous, and with a feasible region that is non-empty, closed and convex.
Variational inclusions, however, are more general in that they may involve (typically monotone) point-to-set cost mappings. This also means that numerically solving the latter is rather a lot more complex.