A component is an add-on of sorts for UiPath. Usually this refers to a library of activities.
A package is the nupkg file you upload for others to use the component.
The source code is contained within the nupkg file. In other development instances, a package and the source code may be agnostic of one another, but not in this case.
A library can be built in Studio or in C#. You get more flexibility to develop libraries when you use C#, but you get more ease-of-use when doing it in Studio.
The link for your component will automatically be generated based on the package and details you’ve uploaded.
You can find a lot of details on how to upload to the marketplace here: