If you are using version 8 you will need to autoload your classes in the src folder.
In application/bootstrap/autoload.php
$classLoader = new \Symfony\Component\ClassLoader\Psr4ClassLoader();
$classLoader->addPrefix('Application\\Example', DIR_APPLICATION . '/' . DIRNAME_CLASSES . '/Example');
From here you will need to override the associated service provider. It's not entirely clear which class you are trying to override and which service provider this would require. Below is an example for overriding the \Concrete\Core\Http\HttpServiceProvider with class placed in application/Src/Example/HttpServiceProvider
return [
'providers' => [
'core_http' => 'Application\Example\HttpServiceProvider'
]
]
From the service provider you can extend classes and override the returned classes in a way the suits your use case scenario (It can be tedious if multiple classes have references but it's the only way I'm aware of to properly override core classes). Typically you can just extend existing classes overriding a single method or two and come up with an elegant solution.