Components definitelly, and dependencies. Dependency does not go in direction of the data-flow, but from the component that "knows" other component (invokes something from it, creates an object, etc).
The following diagram shows the idea.
It is common (and highly recommendable) practice, to use interfaces between the components and channel dependencies through interface. This permits clearer specification and better design (if possible of course).
Sequence diagram can further be used to specify concrete usage scenario and is also recommendable. So, components for structural, static dependencies and sequence for dynamic behavior.