Following Is File Structure For Installed Component For Joomla 1.5.23:

Joomla component are base on mvc architecture to know more click here
Administrator side component file structure

• jcomponet/
• admin/
• controllers/
• students.php
• index.html

•  models/
• students.php
• index.html

•  tables/
• students.php
• index.html

• views/
• students/
•  tmpl/
• default.php
• form.php
• index.html
• view.html.php
• index.html

• index.html
• admin.jcomponent.php
• en-GB.com_jcomponent.ini
• index.html
• install.mysql.sql
• uninstall.mysql.sql 

Whenever request come from user browser,Its call admin.jcomponent.php. After that request is pass to default controllers in this case  controllers/students.php is the default controller ,then controller decide weather that control had to pass to models or views its depend on the request.   
Download Example for Joomla 1.5.23 component Jcomponent