How should I translate 认知组成？ 他是这样陈述自己的见解的：“我们的思想，是连续不断的认知组成的演变过程。”

我们的思想，是连续不断的认知组成的演变过程。
Our thoughts are evolving(演变） 【in】 a never ending process of cognitive formation(认知组成）.

I'm not really sure what he means with ‘认知组成’, so it is hard for me to translate.

Maybe he means: The things which we are aware of, which we perceive, provoke/cause our thoughts. This process goes on and on.
I would take


  “我们的思想，是连续不断的认知组成的演变过程。”


and translate it, roughly, like: 

Our thinking, is constituted [组成] by a constantly evolving cognitive [认知] process.

It's not “认知组成” as a set-phrase or even a connected phrase but just two separate words.

Your understanding:


  Our thoughts are evolving(演变） 【in】 a never ending process of cognitive formation(认知组成）.


absolutely works as well.