Well,
Coaxial is a one unit speaker, like a 6*9,
it has the tweetew built into it which is great for convenience.
the down side is the tweeter is sending all that treble sound to your feet, wasted as high frequency sound is directional meaning you wont hear all of it as you should.
Components use a cross over to split the sound between mid and high frequency levels. they keep the mid down by your feel so you can feel it *lower frequency sounds dont have direction* but keep the tweeter high as you need it pointing at you.
Components are usualy a bit more in cost, bit more to set up, worth it though in any good set up.