The Nets of Component dialog can be found under developer » Nets of Component. It shows all the nets a sleceted component is connected to and offers the possibility to exclude certain nets like ground or powerlines (which occur everyhwere) for better clarity or include specific ones, for example, if you are only interested in nets with a certain functionality like USB (in this case you would have to either know the net name(s) or it has to be apparant on the netname for examply by a prefix like "usb_").