Well the Winter War is excluded because it was strictly dyadic (had the Allies or the Axis joined the fighting on either side, it would be part of World War II). So it's its own separate war. The Continuation War is most certainly part of World War II, however -- it is row 168 in the Correlates of War Project's interstate war dataset. For more details on coding and the historical sources used to make these determinations, see Sarkees and Wayman, Resort to War: 1816-2007, CQ Press, 2010. See the raw data at the COW website.

A bit of context would help. In which source they are not included?

They (including Winter War) are usually considered a part of WW2 here in Finland (both in school book and academic context), and the Winter War is not certainly an isolated incident. For example, looking at the Soviet side and their motives and actions, one could compare it e.g. occupation of Baltics or Poland from the viewpoint how they were preparing for a direct conflict with Germany.

One interpretation commonly tossed around is that Stalin agreed to peace in the spring 1940 (despite the fact they were finally winning), is that he wanted to prevent ending up in a war against the Allies who were contemplating a support action (which would have allowed them military presence in Scandinavia).