[FEA] Make dependency tracking aware of COMPONENTS

[dantegd]

Is your feature request related to a problem? Please describe.
Dependency tracking, i.e. exporting targets for consumption of libraries, currently is not aware of the components functionality. This makes it so that consumers need to call additional find_packages for finding/defining the component targets.

This came up in rapidsai/cuml#4818, where cuML uses the nn and distance components of RAFT, but if a consumer calls find cuML but no find RAFT is called then this happens:

CMake Error at /home/ursa/miniconda3/envs/skbuild4/lib/cmake/cuml/cuml-targets.cmake:56 (set_target_properties):
  The link interface of target "cuml::cuml++" contains:

    raft::nn

  but the target was not found.  Possible reasons include:

    * There is a typo in the target name.
    * A find_package call is missing for an IMPORTED target.
    * An ALIAS target is missing.

Call Stack (most recent call first):
  /home/ursa/miniconda3/envs/skbuild4/lib/cmake/cuml/cuml-config.cmake:77 (include)
  CMakeLists.txt:68 (find_package)

which makes it necessary to call a find RAFT in addition to find cuML.