Hey, there is lot of question about this, but here is a code snippet
USceneComponent* createdComp = NewObject<USceneComponent>(YourComponentsActualClass, this, YourComponentsAddedName);
2. if(createdComp)
3. {
4. createdComp->RegisterComponent();
5. createdComp->AttachTo(GetRootComponent(), NAME_None);
6. }
where this is the owner of the new component ^^
cheers