document wsgi.py and app.py default modules

docs/cli.rst

@@ -26,9 +26,13 @@ built-in commands that are always there.  Flask extensions can also
 register more commands there if they desire so.
 
 For the :command:`flask` script to work, an application needs to be
-discovered.  This is achieved by exporting the ``FLASK_APP`` environment
-variable.  It can be either set to an import path or to a filename of a
-Python module that contains a Flask application.
+discovered. Flask looks for a module named wsgi.py or app.py by default, and
+if it finds one it assumes the application is defined in it.
+
+You can instruct Flask to look for the application in a different module by
+exporting the ``FLASK_APP`` environment variable.  It can be either set to an
+import path or to a filename of a Python module that contains a Flask
+application.
 
 In that imported file the name of the app needs to be called ``app`` or
 optionally be specified after a colon.  For instance