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 /vendor/composer/autoload_real.php's 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:
'Magento\\Catalog\\' =>
array (
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.