In HOI3, when you build a ship you can select which components you want to use. In the original game there's no real point in doing that, as each component only gives bonuses. The HPP mod changed this so heavier main guns and armor slow the ship down, and larger engines make it go faster. So, what I did for the BCs and CAs used for commerce raiding was research their main guns anyway since BBs and my non-raider CAs needed the larger guns for fleet battles, and put smaller guns on the raider ships to make them faster and go farther than they otherwise would've been able to.
With ships, the only components that are upgradeable are the radar and anti-aircraft guns. No other components will upgrade, because they are integral to the ships design and you just can't replace them. You also can't choose which components to upgrade after a ship is built; that button is either all or nothing (or in the case of ships, radar + AA or nothing). Planes, tanks, and infantry are slightly different, because every component will be upgraded and you can't pick between different components. In other words, for non-ship units the game engine will try to upgrade them to use the best components possible unless you manually turn upgrading off.
Oh, and sorry for the serious lack of updates. I've been distracted lately, but I promise there will be an update or two this week!