If the comb is not wood or a fiber composite, but plastic, you can clean it out with faucet hot water after use, or give it a short soak in a water/bleach solution, then a rinse. In any case, shake it out well after playing. If you want to dry it out, you can carefully use a hairdryer.
Again, DO NOT SOAK IT IF IT'S WOOD OR A FIBER COMB! If you do, it will never play right again.