You will need to make that VPN server routable, which means you will need to assign a public IP in order for other clients to connect to it and also, since Comodo deals with firewall and security, please make sure you allow incoming connections to the server so the client can connect. On the other side, perform pings to the server so you can see it responds to ICMP packets to make sure the server is visible in the multiplayer list of servers then ask the other client to try and connect and monitor the logs to see if the traffic is correctly redirected to the machine running the server.