text: I have
  import mx.core.UIComponent;
  in my package, but Flash cannot find UIComponent in mx.core
  What is wrong?
  You can't use UIComponent in Flash Professional, it's Flex class. If you want to create components in Flash Professional for use in Flex:
  1) Create MovieClip on the Stage
  2) Select the MovieClip
  3) Click Menu -> Commands -> Convert symbol to flex component
  I am new in Flash. All I want to do is to draw custom scale and custom thumb in a Slider descendant using ActionScript only.
  If you are developing your application in Flash Professional (not Flash Builder / Flex), you don't need UIComponent Class. I'm not sure how to create custom component parts via actionscript but you can easily modify them in the Library panel.