I am not sure what you mean by components here. To upgrade from 12.6 to 14.1, simply run the 14.1 installer on the 12.6 primary server. It will do the MDB upgrade as part of the upgrade/migration process. Once that is complete, you can then upgrade any secondary servers that you have (if you have any). There is lots of great information about upgrading and migrating Service Desk to 14.1 in the 14.1 wiki site which you can find here: Step1: Plan the CA SDM Upgrades - CA Service Management - 14.1 - CA Technologies Documentation
This should provide you all the appropriate information that you need for doing an upgrade.
Hope this helps,