How to register components with the MDX renderer?

Description of issue

I want my MDX file to render a custom template component but it's not clear where I need to register it in order to make it available. Currently it says:

Component ADRList was not imported, exported, or provided by MDXProvider as global scope

Usage example

The project in question uses a multi-level structure which cannot (and should not) be represented through the sidebar.
Instead, I'd like to put documents into the directory and have the index file create a TOC for all other MDX files in the same directory. As such, I created a Gatsby template component that could be included in the MDX, but I don't know where to register it.

Start by tracing how the Gatsby template component and MDXProvider are configured, using the ADRList error and the MDX renderer as entry points. Document where custom components must be registered and how the multi-level directory use case should expose ADRList in an MDX file; done means a newcomer can follow the instructions without the import or provider error.