Can I assign Merge Modules and Shortcuts to a Feature? Do they show up as Components? I only need these Resources installed conditionally, that is, during a "Client" type of install which I will determine with a Property.
Yes you can assign a merge module with a feature from "Merge Module" page. Select the merge module and change the feature from "Configure Merge Module" dialog. A shortcut belongs to the same Component as the file it points to.