When I use Xcode it regular shows me a message "Xcode requires additional components..."
It was earlier, when I used Hi Sierra and Xcode 10, and today, when I installed Catalina and Xcode 11.
What is it? Is it normally or it is a problem? Can anybody help me to make clear this question?
It's normal. Can be Help files, debugging elements, symbols, simulators, tools, macOS version-dependant files, etc. that haven't been pre-packaged in the .xip.
Not every time, but sometimes. I have installed only one version of Xcode.
I think it appears after force quit from Xcode. For some reason it sometimes freezes and doesn't work.