This is a special property provided by the Semantic Forms extension. So far only special properties provided by the Semantic MediaWiki extension itself are documented on this website.
Yes, that's true! It's also linked on mediawiki.org here and here (via the extension}. On semantic-mediawiki.org here's a link from the Property:Page has default form property page to the special properties, although it's not listed there. As in the "component" property in the list there is also SD and Semantic Results Formats, maybe Semantic Forms' special properties also could find their way into this list in the end, especially as SF is dependent on SMW (which would actually mean, SMW's properties should rather be on SF's site…) So, I guess, fine for now! Thanks!
I think the main purpose of these links is to allow people to grasp the purpose of special properties itself rather than linking to an extra documentation of the given special property. To have all special properties explained here is possible too but has indeed just not been done yet. I have added a note to the page making this more obvious.
I am afraid that Property:Has component is just a plain "bin" for everything that is fed into it, so Semantic Forms was not mentioned in this respect so far. However, thank you for the pointer.