Let's start with your last question:
How to know in general what threading model is used by a given
component?
You are probably asking which component is single-threaded by default and which ones are multi-threaded?
You need to ask yourself which approach makes most sense for a component and read the component's documentation. Normally the flags will tell you what behavior is applied by default. CXF is a component that requires a web server, jetty in this case, for a SOAP (over HTTP) client to be able to call the service. HTTP is a stateless protocol, a web server has to scale to many clients, thus it makes a lot of sense for a web server to be multi-threaded. So yes, two simultanious requests to a CXF endpoint are handled by two separate (jetty) threads. The route starting at the CXF endpoint is executed simultaniously by the jetty threads that received the request.
On the contrary, if you are polling for file system changes, e.g. you want to check if a certain file was created, it makes no sense to apply multiple threads to the task of polling. Thus the file consumer is single threaded. The thread employed by the file consumer to do the polling will also execute your route that processes the file(s) that were picked up during a poll.
If processing the files identified by a poll takes a long time compared to your polling intervall, and you cannot afford to miss a poll, then you need to hand of the processing of the rest of the route to another thread so your polling thread is again free to do, well, polling. Enter the Threads DSL.
Then you have processors like the splitter that create many tasks from a single task. To make the splitter work for everyone it must be assumed that the tasks created by the splitter cannot be performed out of order and/or fully independent of each other. So the safe default is to run the steps wrapped by the split step in the thread that executes the route as a whole. But if you the route author knows that the individual split items can be processed independent of each other, then you can parallelize the processing of the steps wrapped by the split step by setting parallelProcessing="true".
Both the threads DSL and the using parallelProcessing="true" acquire threads from a thread pool. Camel creates a pool for you. But if you want to use multiple pools or a pool with a different configuration, then you can always supply your own.
