In fish, you put the functions inside function blocks. There's nothing at all magical about that. However, if you write "function foo" inside a file named "foo.fish", then type the command "foo" at the shell prompt, then fish will look for a file named "foo.fish" and then execute the function "foo" defined inside it. That's its autoload mechanism.

That's the only remotely magical thing added here: by convention, an autoload function named "foo" is defined in ~/.config/fish/functions/foo.fish.