how I may copy swf components in JSP Pages, and use in my website..

how I may copy swf components in JSP Pages, and use in my website...?

Just copy the swf into your web application and load it via the object tag.

I mean copy other developer's swf and transfer it to my site?

Just speak to the developer and they'll give you the swf (assuming you have permission to use their copy). Of course if it is a Flex application (i.e. with remote calls and the like) you are unlikely to be able to use it as is. But if you speak to the developer they should be able to tell you how to deploy it.