Add warning section

website/docs/usage/training.mdx

@@ -758,6 +758,14 @@ any custom architectures, functions or
 your pipeline and registered when it's loaded. See the documentation on
 [saving and loading pipelines](/usage/saving-loading#models-custom) for details.
 
+<Infobox variant="warning">
+
+Please note that unpackaged models produced by `spacy train` do **not include
+any custom code**, you need to import the code to your script before loading in
+unpackaged models.
+
+</Infobox>
+
 #### Example: Modifying the nlp object {id="custom-code-nlp-callbacks"}
 
 For many use cases, you don't necessarily want to implement the whole `Language`