They have a checkbox for selecting them and you can give them a name like "Tick for Gift Wrapping at £2.50". You then give that component a value of (say) £2.50 and set the product to be priced at the sum of product and component prices.
Just right click your product and choose New Component. Note that you don't get the extra dialogue regarding Component pricing until after you've created a component.
For more info see the Help file regarding Components.
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