Is there simple way to call cffunction using cf component- button or link, or whatever.
I have list with multiple documents and in the end of each line i need component which user can click, and on click i need to call cffunction.

As mentioned by danarashad, you need to use AJAX to communicate with server. You may use $.ajax and request the method to get your work done.

For Ex. if you have a method named myMethod() in myCFC component then you can set ajax url as mycfc.cfc?method=myMethod.

Let me know if this helps.