Update component documentation.

Add documentation related to the new initialize() event, and also inline
the API docs into a section. I've also removed the API section as it had
nothing in it once the callbacks were moved.

I've also tried to make the examples clearer by including comments for
different functions context.
Remove un-necessary assignment.

We don't need to assign the property as loadComponent() does that.
[fr] follow component-initialize
Merge pull request #1856 from cakephp/component-initialize

Update component documentation.