What do the numbers of shimano components mean?
These are just editions of specific product lines. It's the same as BMW with the 3-series, 5-series and 7-series. Let's take Shimano Dura-Ace, for instance. It's traditionally a 7000-series of product numbers.

7200 - 1978-era Dura-Ace

7400 - Mid-to-late 1980's

7700 - 9-speed Dura-Ace ~ late 1990's

7800 - 10-speed Dura-Ace ~ 2000's

7900 - Current 10-speed Dura-Ace

And from wikipedia, For 2011, road bicycle groupsets include:

Dura-Ace Di2 [7970] (10 speed electronic)
Dura-Ace [7900] (10 speed)
Dura-Ace Track [7700] (NJS-approved, which is a requirement of all bicycle components used in professional Keirin racing in Japan)
Ultegra Di2 [6770] (10 speed electronic)
Ultegra [6700] (10 speed)
105 [5700] (10 speed)
Tiagra [4600] (10 speed) 9 speed on older models
Sora [3400] (9 speed)
2300 [2300] (8 speed)