Should all other Components be children of the MainComponent?

I’m having difficulty wrapping my head around this. If I create a second window in a GUI App, and put content in it with a new Component, should this Component be a child of the MainComponent, or just off by itself in the second window?

Child of second window. Window/Components are hierarchies of gui objects, that relate for handling of mouse interactions, painting, etc.

Thanks. Got it.