Visual Studio 2012 and Later

In Visual Studio 2012 and later, the components are automatically added to the toolbox.

If you do not see the CData components, ensure you are on the Data Flow tab in the project and check the target SQL Server version of the package. You can find the version in the solution's properties under Configuration Properties > General > TargetServerVersion. The components only appear for versions of SQL Server installed on the same machine.