You could download this component from 10g and install it on 11g. There is no issues in doing so. But, you might have to check if the component does what is intended of it to do. Do proper testing of the component. You might have issues with some obsolete code which you will have to fix on a case to case basis on 11g. If there are dependent components ensure those are also installed on 11g. Let us know if you face any specific issues when migrating. Good luck.
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It should be fine. If you're installing/upgrading to 11g, it includes a component compatibility check, otherwise do what Anand said.