Magento's autoload functionionality can be found in
/vendor/composer/ClassLoader.php. Here is where the autoload handler gets registered:
public function register($prepend = false)
spl_autoload_register(array($this, 'loadClass'), true, $prepend);
This class is instantiated by
getLoader method. This is also where the various maps get build using the
autoload_*.php files, for example
autoload_static.php builds the map for Magento's modules, for example:
0 => __DIR__ . '/..' . '/magento/module-catalog',
So when a class such as
Magento\Catalog\Model\Product needs to be instantiated, a call is made to
ClassLoader->loadClass('Magento\Catalog\Model\Product') which in turn calls
$this->findFile(Magento\Catalog\Model\Product) to try and find a matching file name based on
ClassLoader's mappings and then includes the file if it exists.
All of this happens as a result of
app/autoload.php being included, so I guess that's what your 'dirty playground' script would need to do.