Creating New Components

You can create both virtual components and project components directly within subcomponent section, you don't need to navigate to Components section to create project components.

Creation of Virtual Components

Since virtual components does not have any attribute other than name, just write new component name to the text field and press the + button next to it. This will create a virtual component and immediately add it to virtual component list. Since this field is also used as a filter for virtual components, while entering the virtual component name all virtual components will disappear but they will be immediately visible after new virtual component is created. 

Creation of Real Components

You can create a real component from JIRA's own "Component" screen or directly inside the Subcomponents screen. To create a subcomponent inside Subcomponents screen press the + button inside "Available Project Components" section. A new dialog will be opened which allows you to enter component attributes. Other than component name all other attributes are optional. Creating a component this way also adds this component to JIRA's own Component list. Even if you uninstall the add-on later the created component will remain. Actually this is a just shortcut for creating actual JIRA components.