annotations_loader.php

<?php

use Symfony\Component\ClassLoader\UniversalClassLoader;

$loader = new UniversalClassLoader();
$loader->registerNamespaces(array(
    'Symfony'          => array(__DIR__.'/../vendor/symfony/src', __DIR__.'/../vendor/bundles'),
    'Sensio'           => __DIR__.'/../vendor/bundles',
    'JMS'              => __DIR__.'/../vendor/bundles',
));
$loader->register();

// this is a global dependency, but given the importance of autoloading in Annotations we just
// replaced one global dependency with another to get more control over the autoloading.
\Doctrine\Common\Annotations\AnnotationRegistry::registerNamespaces($loader->getNamespaces());

// For Doctrine ORM it can register its annotations with
\Doctrine\Common\Annotations\AnnotationRegistry::registerFile("path/to/DoctrineAnnotations.php");

// For any library it can register annotations with:
\Doctrine\Common\Annotations\AnnotationRegistry::registerNamespace("MyLibrary/Annotations", "/path/to/mylibrary-root");

How the \Doctrine\Common\Annotations\AnnotationRegistry itself would be autoloaded in this example?

its loaded by the universal class loader. Its just not included in the configuration here.