I'm trying to use this new session to quickly create a PMC-dump based on dump.l for example.
You can choose "sequential file" (components are to be taken from), but what kind of file it should be? If I just list components in this file, I will get "Bad Record" error for every component.

If you look at the help info of the Sequential File checkbox you will get an answer to your question. The following information is there:

"If you select this option, the components in the specified file are
connected to the given solution.

The file should have the following format:

<comp.type>|<package>|<comp.code>|<languages>

comp.type must be a numeric value, according the domain ttiex.comp.

The selections on the second form also apply to this option."