Comodo is basically made of 3 Components
1) Antivirus
2) Firewall
3) Defence+
If you install Only comodo antivirus you get Antivirus and Defence+
If you install only firewall you get firewall and defence+
If you install the Comodo Internet Security you get Antivirus , Firewall and Defence+
Defence+ is the most impressive component of CIS which is able to block 99.9% of malware (due to its hips , sandbox and cloud module which checks executed file in the cloud and blocks if malware or sandboxes it by default) you can configure using this guide http://www.techsupportalert.com/content/how-install-comodo-firewall.htm
I would recommend you to use the whole suite Comodo internet security its free and you will like it
for a basic idea on how it works you can see this Video http://malwaretips.com/Thread-Comodo-Antivirus-with-Norton-DNS-and-Malwarebytes-Anti-Malware-Test-biozfear14
This video is of version 5.10 and for windows 8 you have to install version 5.12
from here http://forums.comodo.com/news-announcements-feedback-cis/cis-512-for-windows-8-t86289.0.html