Are all the downloadable CCF files on this site part of a package of the authors specific components
Steve all the files are files uploaded by users, so most (but not all) containe multiple components, but some do only contain one component (but there is no way of knowing until you get to the description of files. Also you can search the files by components in them or by what they look like/who wrote them
Can I download a CCF file for each of my components into my Axim X5 and then configure it for my system?
I am not a PDA user but a Pronto user, so a pDA might be slightly different, in this respect, but I don't think so. What you need to do is download what you need to your PC, then you use ProntoEdit or Tonto to put them together.
1) In PE you can open a CCF, delete what you don't need and save it.
2) open the first CCF then click file merge and then pick the next CCF ....
3) once all is merged together you can start integrating it so that it looks right
before you do any changes look and study the CCF you downloaded to make sure you are saving what you want