When you use composer to install auth0 you should find all of the auth0 files in vendor/auth0/auth0-php/src. My JWTVerifier is in that directory. I never need to call JWTVerifier itself though. What you should use is:
require __DIR__ . '/vendor/autoload.php';
require __DIR__ . '/dotenv-loader.php';
use Auth0\SDK\API\Authentication;
This should work, barring you have included the .env file in your source.