global components aren't available in Jira by default. There is the improvement request pending for this from 2005 you can vote for it here.
For now, you need to create them in each of the projects manually, give them the same name and then you can use JQL as usual.
If you want to make sure that these components stay in sync you can use the app or again, do it manually.
Here is quick post I wrote on this topic
I hope this helps,
I found same questions raised back to 2016 https://community.atlassian.com/t5/Jira-Core-questions/Share-Components-across-Projects/qaq-p/341128 and back then answer was:
" ... components are local to projects. .... Atlassian have said it's something they want to do, but we have no timescales I'm afraid...." 4 years later - Atlassian team - ANY UPDATES? :)
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