how to create a component file ?

[MS7XWDC]

it asked for a component file. but im trying to CREATE a component file. what gives ?

 

[MS7XWDC]

i think i got it:

in the bottom pic above, where it says "File Name: [ ]" i need to INVENT and TYPE a name, then click open, then it will say the the file doesn't exist and ask if i want to create it (to which i say yes)