AFAIK I've only ever seen components built at the destination site where the actual building is being done - e.g. the location/ship that you are doing the constructing at (spaceport, construction ship) - and if resources are lacking to build those components via the plants at that location, then either private sector freighters take resource missions to bring those requested resources to that build location, or in the special case of construction ships - they may turn around and go to the nearest location where they can pick up enough materials to build whatever is in their mission queue to build.
That said, your question is a good one because while the above accounts for all components as basically non-moved cargo - they are built based on resources moved to the plant which in turn uses that resource to build the component - the further question arises of what happens to components if for some reason they are built, but then not used? Would they stay in cargo hold forever?
Thinking on this, I believe the question is moot - because I can't think of a scenario right now (doesn't mean it may not exist, I just can't think of one) where components are built but then not used.
Since we can't cancel a retrofit or build once the order is given, any components fabricated would be used up.
If a build order was started, including fabrication of components, but the build order was interrupted because the builder itself died (spaceport blew up, construction ship killed), then any components on board would also vanish.
So I can't think of a scenario in which components would need to be moved, because a) it seems only resources are moved to the build site plants, where it turns those resources into the components it needs, and b) the build site will never have un-used components it made but then needs to be moved elsewhere because either it finishes the job it made those components for (can't cancel build orders), or it plus any components it had blew up when it died.
It would be pretty useful to think that if one plant location was not able to keep up with component requests, that another part of your empire would build those components and then ship them to the location that needed it, but I don't see it working that way. Like when you see a new colony that says shortage of resources and can't build a spaceport or whatever soon as you colonize it - you'd think if components could be moved by the private sector, then a neighboring system would start building components instantly to ship to that new colony world - but all I ever see moved are freighters moving the raw steel, etc to that new colony world to solve the resource shortage - not components. (although it's not like I've looked at every freighter, but whenever I've moused over one, I've never seen one say carrying X component, it's just a resource name)