Correct, linked components don't have to be specifically set as componets in their own file.
So for example if you have sketch and body created form that sketch in a file and insert it into another design then it's imported as a component containing that sketch and body.
What I am saying is that this structure can be created within a single file without having to use external components following rule #1.
I doub't it's necessary in your desing and at the moment linked components have a few limitations that make tham somewhat cumbersome to work with if you've used a lot of the functionlaity in Solid Works.
E.g. they are static. to edit them you have to open them in their own file, preform the modification, save them and then you will be asked by the main desing to update out of date components.
If you contain all of that in a single file that's not necessary and provides a smoother design flow.
Your main beam is stiull a body. So create an empty component at the top level. The newly created component is automatically activated. hten take the sketch for that main beam and drag/drop it into the component. This will drag the body along with it and you'll have everything that belongs to that component neatly contained in that component.
then you can start assemblng stuff.
Here's another warning frm a past Solid Works user. In SW we're used to work a lot by slection and manipulating stuff in the viewport.
For example selection an object in the viwwport selects that component.
Fusion 360makes a very clear distinction between components and bodies. If you single-left-click on an object you are selecting the body within the component. If you then use hte move command you ar moving the body away fom it's origin in htat component. Most of the time that's not what you want to do.
To select a component you have to double-left-click on the object in the view port.