When you create a component, you can preview its animation using its timeline [Play] button or its [Preview] button.
If you include this and other components in "Main", and you use Main's [Play] button, you will preview the animation created on Main's stage, but not each component’s animation. This allows you to focus on the animation at hand and to polish it with less distractions.
For example, you may have a component containing a rotating ball, and in Main you can include that component and make that rotating ball bounce on an imaginary floor. With Main's [Play] button you will see the ball bouncing (animation created in "Main") but not rotating (animation created in a component).
If you want to see how it all comes together, in both your components and in Main (e.g. the ball rotating and bouncing), you can use Main's [Preview] button.