You mean UClass* (TSubclassOf is just UClass* template that limits class selection in editor to specific relation)
UClass* MyClass = UMyAwesomeComponent::StaticClass();
UActorComponent* NewComp = NewObject<UActorComponent>(this, MyClass);
NewComp->RegisterComponent();
RegisterComponent takes outer Actor that you specified in NewObject in first argument, so if we inside Actor we simply use “this”