Document how to use a component that contains a generated SDK

[jkodroff]

When creating a component that contains a local package (that is a component using Any TF provider, a component that contains a component, etc.), the user must follow these steps to ensure the component can be consumed correctly:

1. Need to be using Pulumi 3.200.0 or later
2. In your component code, run pulumi package add to generate the upstream SDK.
3. Ensure the generated code in the sdk folder is committed to version control.

This content should go in a section under Local Packages.

We also will need to add warning-type notes (including the specific examples of what constitutes a "local package") to the following pages with a link to the section (anchor) in Local Packages:

• Build a Component
• (open to suggestions on other places we should link it)

[jkodroff]

Potentially related issues:

• Registering Component Outputs sample code is insufficient/misleading #11657
• Please provide more context about why parent is required for ComponentResources. Or is it? #15319
• Resource Options: Missing details about support in Component Resources #11663
• https://github.com/pulumi/home/issues/4019