With a content type open for editing:

Press the Component field type in the Toolbox. A Select a component window will open, displaying a list of components that can be added to the content type.
The component list allows you to select single or multiple components. Each component selected will be indicated by a green check. Having selected the components you want to include in your content type, press Add. If you have a large number of components, you can use the filter bar to locate the component you want to use.
The components will be added to the bottom of the content type, as with any other field type.

Set a field name

The settings for a field will be displayed in the right-hand panel when the field is active.

Give the field a name that clearly identifies its content. The field name is used to generate a sanitised field ID that a developer will use with the API. The field name will also be visible to an author when they are creating an entry.