docs: mention island features are SFC only (#26013)

docs/2.guide/2.directory-structure/1.components.md

@@ -295,6 +295,10 @@ Now you can register server-only components with the `.server` suffix and use th
 
 Server-only components use [`<NuxtIsland>`](/docs/api/components/nuxt-island) under the hood, meaning that `lazy` prop and `#fallback` slot are both passed down to it.
 
+::alert{type=warning}
+Most features for server-only components and island components, such as slots and client components, are only available for single file components.
+::
+
 #### Client components within server components
 
 ::alert{type=info}