How to make and store/serialize components in NBT hierarchy?
How to make nbt_compound and store all nbt tags inside it?

Sorry, what is your question exactly? If you want to serialize a component yourself, you can call toTag. If you want to use an "nbt_compound" when serializing your component, you can use the CompoundTag class.

Thanks for answering.
I want to create research system, and try to store all open researches inside https://minecraft.gamepedia.com/Player.dat_format in the same way as it is done in "Inventory" section:

• Research (List)
  • (Compund)
    • research_id : "test_id" (String)
    • stage: "3" (Byte)
  • (Compund)
    • research_id : "test_id_2" (String)
    • stage: "1" (Byte)
  • (Compund)
    • research_id : "test_id_3" (String)
    • stage: "0" (Byte)

As i understand CCF has its own NBT serialization method, but it doesnt support for creating complex hierarchy "out of the box"
So, i dont know how to work Component Serialization exactly, but could here makes some serializaion/deserialization issues if i will use my own Component ser./deser. implementation.

OK, so what I would do is make a ResearchComponent as such:

public class ResearchComponent implements Component {
    private final List<Project> research = new ArrayList<>();

    // TODO methods to interact with the rest of your project, like startProject(String researchId),
    // or getStage(String researchId)

    public CompoundTag toTag(CompoundTag nbt) {
        ListTag list = new ListTag();
        for (Project project : research) {
            CompoundTag projectNbt = new CompoundTag();
            projectNbt.putString("research_id", project.id);
            projectNbt.putByte("stage", project.stage);
            list.add(projectNbt);
        }
        nbt.put("research", list);
        return nbt;
    }

    public void fromTag(CompoundTag nbt) {
        this.research.clear();
        ListTag list = nbt.getList("research", NbtType.COMPOUND);
        for (CompoundTag projectNbt : list) {
            String researchId = projectNbt.getString("research_id");
            byte stage = projectNbt.getByte("stage");
            this.research.add(new Project(researchId, stage));
        }
    }
    
    public static class Project {
        public final String researchId;
        public final byte stage;
        // TODO constructor
    }
}

Wowie, thats perferct!
Thank you for help, i understand!

Alternatively you could use a Map instead of a List to simplify lookups, but I will leave the details up to you. Glad to help!