The lollipops (or plug-in jacks) on the sides of the picture are commonly used in COM to show what interfaces a COM-component supports: the capital-i in IUnknown, ITwin1 and ITwin2 are short for 'interface'. IUnknown is an interface that any COM object has to implement --by definition, without it it's not a COM-component. That is why IUnknown is shown separately from the others. Often it's left out of the picture entirely.
A component can consist of any number of sub-components. Combining components in a new component can be done in two ways: through containment (a.k.a. delegation) and aggregation. If you want to know the difference, let me know and I'll explain, but it's not relevant to the 'joke'.
Question: is a joke still a joke when it doesn't make anyone laugh?