\section{In the subfile}
And here is the subfile, with the included figure.
\begin{figure}[htb]
\centering
\psfrag{F}{$\Fset$}
\psfrag{G}{$\Gset$}
\psfrag{f}{$f$}
\psfrag{f-inv}{$f^{-1}$}
\pdfrackincludegraphics[width=.6\linewidth]{FfG}
\caption{The figure in the sub-file}
\label{fig:indoc}
\end{figure}