class Z { …some code… };

class X: public Z { …some code… };  //here #include header of class Z added

class Y: public Z  //here #include header of class Z added as well as of X class
{
private:
   X* mX;    //instance of X

   …some code…
};

#ifndef MYHEADER_H
#define MYHEADER_H

// header file contents go here...

#endif // MYHEADER_H

#ifndef Z_H
#define Z_H

// Code of Z class

#endif Z_H

// within some_header.h
#ifndef SOME_HEADER_H
#define SOME_HEADER_H

// stuff goes here

#endif

#define _SOME_HEADER_H__

//MYCLASS.h
#ifndef _MYCLASS_H_
#define _MYCLASS_H_

class CMyClass
{
public:
    CMyClass();
}

#endif //_MYCLASS_H_