RGB natively found on the Turbo/PCE has usually four signals:
Red, Green, Blue, Sync (either tapped from composite sync or composite video). That's why its called RGBS in some places.
In Europe and Japan, RGB support is usually available on TVs with SCART or JP21 sockets. Usually supports up to 480i (NTSC) or 576i (PAL) resolution.
Component YPbPr video has three signals:
Luma, and two carriers for chroma.
Pretty common in the US and Japan, I think. But it wasn't very common in Europe, until the first LCD HD-TVs were released. It supports up to 1080i resolution, depending on signal source (videogame console, blu ray player, etc.) and TV.
To get Component YPbPr from your Turbo/PCE, you need to convert it from the RGB source signals.
There are also other types of RGB:
RGBHV with separate horizontal and vertical sync for VGA computer screens
RGB with composite sync-on-green, found only on a few computer screens, also supported by the PlayStation 2's Linux OS kit.