Add note about BokehJS reuired with components()

Author: tcmetzger

notebooks/13_exporting_embedding.ipynb

@@ -210,7 +210,9 @@
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "There are several more options for exporting and embedding Bokeh documents.\n",
+    "Using Bokeh with these components requires the underlying HTML document to also load\n",
+    "the BokehJS library itself. This can either be a local JS file you embed or you can\n",
+    "load BokehJS from the Bokeh CDN.\n",
     "See [Web pages](https://docs.bokeh.org/en/latest/docs/user_guide/output/embed.html)\n",
     "in the user guide for more information."
    ]