Which exact component do you want to use in there? You should just create a components/ folder in your PlatformIO+ESP-IDF project, copy the wanted component and its dependencies in there, configure it per menuconfig and compile. Just as in the example project that uses a component (platform-espressif32/examples/espidf-aws-iot at develop · platformio/platform-espressif32 · GitHub).
Note that this does not work with framework = arduino.