Add missing autoload include for console components page

And better explain where files should be placed in order to be auto-loaded.
Where you want it to be. The point is, you need to define the autoload, but that's not the scope of this article. In documentation, each article and section has its own scope. The Components documentation explains you how to use the components in a standalone PHP project. Telling you how to set-up such a project and how to organize your files and autoloading is not in the scope of these articles. That is a perfect topic for a blog post or the Composer documentation.