How to load components into Craft 3 plugin?

Question

what is the correct way to load third-party components into Craft 3 plugin I'm developing?

I tried adding

$this->setComponents([
    'authClientCollection' => [
        'class' => '\yii\authclient\Collection',
        'clients' => [
            'twitter' => [
                'class' => '\yii\authclient\clients\Twitter'
            ],
            // etc.
        ],
    ]
]);`

to plugin's init() function, as well as parent::setComponents, but both produced same error:

Unknown component ID: authClientCollection

What am I doing wrong here?