Clarification of the neccessary autoloading of plugins...

...in the error message

Added links to the relevant documentation
@markstory I suggested that because it was the same text in [five](https://github.com/hmic/cakephp/commit/e4cf4880fd7cc40989fcbed117af5538f109b45e) [places](https://github.com/hmic/cakephp/commit/42b10863edfd4e88b8a56329f5d299c92b6e44cc)