[ENH] suggested shorter names for CI workflow elements

[fkiraly]

For review by @yarnabrina - suggested shorter or clearer names for CI workflow elements introduced in recent PRs.

Main changes:

• changing term "component" to "module" to avoid confusion with estimator components
• making names shorter to facilitate easy reading and visibility in GitHub web interface

[yarnabrina]

I've no problem with any of these text changes. Looks fine.

However, I'll request to merge it after #5427, otherwise may cause some unnecessary conflicts.

[fkiraly]

However, I'll request to merge it after #5427,

Of course.