Click the Component button 
on the diagram toolbar.
Click on the diagram to create the element.
A component is used to package other logical elements, and represents things that participate in the execution of a system. Components also use the services of another component via one of its interfaces. Usually, components are used to visualize logical packages of source code (work product components), binary code (deployment components) or executable files (executions components).
Choose from any of the methods listed below to create a component.
Use the diagram toolbar button:
Click the Component button
on the diagram toolbar.
Click on the diagram to create the element.
Use the diagram context menu:
In Diagram view, right click on the background.
From the context menu, select New > Component.
Use the element context menu:
In the UML Navigator view, right click on the appropriate diagram that will contain the new component.
From the context menu, select New > Component.