Incidentally, I have made two tutorials on components (windows) gluing to faces and cutting holes.
A "simple" one: http://sketchucation.com/resources/tutorials/37-beginner/317-window-cut-oopening-on-face
and a "more advanced" one: http://sketchucation.com/resources/tutorials/36-intermediate/321-window-cut-hole-thick-wall
What TIG says: it's up to the component, more exactly its axes and origin whether it glues and cuts a hole properly. It should be an easy thing to modify your component to glue properly.
You could also attach the component so that we can have a look.