If you're interested in details about the Dashboard objects, start in the Dashboard class. From there you can jump to the specific classes and their details.
If you want to review the methods for the base component classes, start here. This module defines the BaseComponent class (from where all other components inherit) and the UnmanagedComponent (from where most of the default components inherit).
If you want to know more about the component lifecycle, there's a good write up about the Unmanaged lifecycle here. For other documentation about the subject, in your Pentaho installation, navigate to Plugin Samples -> CDF -> Documentation -> lifecycle and also Plugin Samples -> CDF -> Documentation -> concepts.
If you want to know about all existing CDF components and their properties, that's also available in your Pentaho installation. Navigate to Plugin Samples -> CDF -> Require Samples -> Documentation -> Component Reference -> Core Components. There's a sample and a property listing for all of them there.