You can't use UIComponent in Flash Professional, it's Flex class. If you want to create components in Flash Professional for use in Flex:
1) Create MovieClip on the Stage
2) Select the MovieClip
3) Click Menu -> Commands -> Convert symbol to flex component
I am new in Flash. All I want to do is to draw custom scale and custom thumb in a Slider descendant using ActionScript only.
If you are developing your application in Flash Professional (not Flash Builder / Flex), you don't need UIComponent Class. I'm not sure how to create custom component parts via actionscript but you can easily modify them in the Library panel.