You go with what you know, which is building databases, then break that up into pieces that are logically related to each other. The next step is to assign operations to your component interface, and then code and test. There are some undesirable side effects, however. This does tend to tie you fairly tightly to your implementation and, if you wanted to change your implementation, you may have a bit of trouble because you have operations that are tied directly to database tables you created. This direction is, of course, moving from a relational, procedural, big iron kind of environment to an object-based, distributed application environment.
Object technology does have close ties with component development.
CBD Edge online magazine, in which he quite eloquently describes how component development evolved based on what he called object principles. Unfortunately, I am unable to find a link to the article in question. Developing components and developing objects are similar, so it seems logical to assume that an object methodology could be used to build components. If only it were that simple. Most object methodologies are great if you re building an object system.