Clarification of the neccessary autoloading of plugins...

...in the error message

Added links to the relevant documentation
This is exactly the help users need.
I have myself had this issue, jose_zap sorted it out on irc, and I have helped other people asking for it out more than once since then.

It is not obvious what is wrong, if you put the files yourself to the exact location the error message indicates and the error does not go away - because of the missing composer autoload for your manually added files.
It's in the docs but it NEEDS to be said in the error message, because it (the error message) is missleading otherwise!