Add missing autoload include for console components page

And better explain where files should be placed in order to be auto-loaded.
To explain my reasoning: 
Symfony's docs for the standard edition is awesome. One can follow the examples, just copy paste them in the right file which is always indicated in the top -- and "play" with the working code.

In the single component I'm also presented with an example, however it requires more work and googling to understand where to place those files and form where to include the autoloader.

This PR tries to lower the barrier and make sure the example can be copy/ pasted.

@WouterJ If you feel it's not the right approach, feel free to close the PR - I won't be insulted ;)