To add a component to a project right-click the project version and select 'Administration | Manage Components'. Select 'Add Component' to launch the wizard.
You will first be asked to select the component version you want to use.
After clicking 'Next' you will be asked to select where you want to put the component files.
If you select an existing folder then the current files and folders will be overwritten with the component files and folders. Alternatively, you can use the 'Create Folder' to create a new folder.
After clicking 'Finish' the component will be added. If you select 'Show Submitted Changes' on the project version you will see a new changeset adding the component files and folders. If you select 'Show Files' on the project version you will see that the component folder is represented with the jigsaw icon.
You can view the components within a version by selecting 'Administration | Manage Components' on the project version. This will give you a list of all the components within the version - showing you which folder contains the component and which component is linked.