An example of using local state is on the first page (the last example). It might seem unfamiliar because it does not use components, and that is simply because "local state" in Callbag-JSX is simply a "local variable" in JavaScript, which can be defined in any scope.
As for components: you are correct, there are no examples of components on the first page. There is one in "Getting Started", but that is a pretty simple one with the state defined outside of the component. That said, "components" in Callbag-JSX are just functions, "stateful components" are functions with closure. Though perhaps I should elaborate on that further.