This knitting is just like finger weaving or loom knitting. There are many tuts for similar knitting online with pictures.
If you want to try what I did:
1. You tie a slip knot over the first 2 teeth of the comb.
2. Weave yarn in and out between every other tooth. (Be sure to keep it loose!)
T T Y T T Y T T Y T T T=tooth Y=yarn
3. Weave back the other way through the same gaps as before.
4. Repeat steps 2 and 3 once more through same gaps.
5. Get a toothpick or something and grab each lower loop and pull it up over the top one all the way across.
6. Repeat steps 4-5 over and over til it's long enough.
7. Cut the end of the yarn at least as long as the comb and thread through the last loops and tie off to secure.
Hope this helps. If you need more guidance, let me know. Good luck!
Here's an attempt at some pics. Kinda hard to see, though.