When you save a world, you can choose to save only those components you have been working on. To save a component, right-click its name in the World Manager and select Save Scenename. To select multiple components to save at once, click File --> Save.
You can use a component in more than one world, for example, you might use the same stock image in several worlds. To use a component from another world, click Insert --> Component and select the component. When you save the world, the new component is saved in the same directory.