Entites dont have "components" in the same way they do in Unity.
Instead, Entites are more or less the thing, and from them you have access to various properties and components that exist as part of that entity itself.
-- Coming from Gamemaker?
If the above sounds familiar to you and you've worked in GameMaker — Zinc is very similar! Like Zinc, GameMaker has no concept of "components" — instead entities just have variables and events.
You could even recreate the concept of a GameMaker entity itself via Zinc!
Zinc's entites are a bit more "trim" be default than GameMaker's, but you could very easily make a single entity type in Zinc that does everything, similar to GameMaker.
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Entites can be parented/childed to each other, but unlike in GameMaker, doing that doesn't inherit variables/events from parents.
However, you can extend Entity classes to make new child entity classes that do inherit parent properites (and is indeed how things like Sprite/Shape/Anchor/etc. work!).