You are mixing up hammers with bananas here. You move issues between projects, while components are project specific.
Example:
PROJECT_A *COMPONENT_A *COMPONENT_B *COMPONENT_C PROJECT_B *COMPONENT_A *COMPONENT_D *COMPONENT_E
If your issue is in project_a, with or without component added, you can add any of the components in that project. If you never had a component but added it, you can simply add it to the issue without moving the issue at all.
Be aware that COMPONENT_A represented in both projects are not tied together. Deleting one of them would not delete the other.
Doin JQL like "component=COMPONENT_A" would show issues in both projects, but only list issues in the remaining project if the other was deleted.
So moving a "component" isn't possible, but bulkmoving a ton of issues WITH a component is a different thing.
Hope this was what you were after, next time be a bit more detailed in what you want to achieve allowing us to help better.
Open up the issue (https://{domain}.atlassian.net/browse/{key}), click on the Components field and start typing.
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