communicating custom component to the outside

DWH means to export them using a conduit interface. For example if your custom component has a slave port but also needs to hook up to logic outside of your system you would include a slave interface as well as a conduit interface. In SOPC Builder conduit interfaces are exported by default. You can jam as many signals into the conduit as you like. If you are familiar with the PIO component it behaves similarly where the slave port is connected to a master but the PIO external interface is assigned to a conduit so that it exports to the top.