Add missing autoload include for console components page

And better explain where files should be placed in order to be auto-loaded.
The docs for the SE as great, since that's the goal of the Symfony docs. The complete SE is in the scope of the Symfony documentation.

Structuring a project and setting up one isn't. So yeah, you have to search for it. Not sure if it's something we should improve.

Fortunate for you, I'm not the only guy who decideds these things. I'll wait for their comments too. /cc @weaverryan