DO NOT buy Zebidee's Greenantz converter - at least, not yet. It's an excellent unit, but it converts 15kHz VGA or RGBS to 15kHz YPbPr. You have a few things to sort out first.
Your CRT accepts 15kHz (240p/480i) over component. Your PC (on windows) is only going to output 31kHz (480p) VGA at it's lowest. To get 15kHz out from that PC you either need to:
1. get a cheap AMD GPU (say, a 5450 - assuming a prebuilt Dell is going to let you use crt_emudriver anyway) and a converter like Zebidee's or the one you linked to as expensive (it's not, for what's out there). This will give you best-quality low res video with good colours. It involves learning about crt_emudriver and modelines and setting the right options in MAME.
2. or you buy that second, cheaper HDMI-to-YPbPr converter you linked to. That will work, but will turn your desktop (at, say 1080p) into 480i. Picture quality will suffer, but you'll have to try it to find out how much. You might find it acceptable. It's certainly as easy to get running as that, and your cheapest option as well. You could even do this first, and upgrade things later if you decide to.
https://www.aussiearcade.com/topic/76809-a-guide-to-connecting-your-windows-pc-to-an-sd-crt-tv-pvm-or-arcade-monitor/
That cable you linked to first of all is not normally for a PC. There are some older, obscure GPU's that can use it, but it's really meant for a device that can input/output component video over a VGA DB15HD plug. Traditionally that meant a projector, but now you could probably use it for MiSTer as well, i think.
Butters is right of course, and the guide he linked to is very comprehensive. However, I suggest you get the transcoder first, and not just because I keen for another sale. Assuming your only CRT display is the component TV, you will need the transcoder to see successful results from the PC at 15khz.
GreenAntz is just plug n play and uses standard cables - you simply setup your PC to output RGB 15khz over VGA normally, like for an arcade monitor or RGB TV (using CRT_emudriver, GroovyArcade or whatever). With the transcoder plugged into PC and standard component CRT it should just work right away. This will give you best results and allow you to get original and crispy arcade/console retrogaming modes like 240p.
With Windows 7+, for easy CRT_EMU setup I suggest you look for an ATI/Radeon video card that is HD6XXX+, the HD5XXX cards work too but can be a little trickier to setup.
I don't recommend the HDMI-component converter you linked - it will scale, squash and squeeze your original PC resolution into the selected format (480i looks like the only resolution offered that would work on a standard definition CRT), which will not only wrong but also interlaced (so it will look flickery, not crispy). In addition, that converter seems to be only for HDTV resolutions like 480p+. Component video colour conversion is handled a little differently for HDTV vs SDTV. I know it says 480i there too, which is technically SDTV, but I'm not quite sure I believe it handles the colour conversion properly for SDTV.
Avoid the VGA-component breakout cable, as Butters says it will only work with specifically designed equipment that outputs component video over VGA pins. Nice that it works with the Mister
, I got something similar for mine recently, but it is a trap for new players.