I made a search with File Locator Pro, and I found this programme in the system32 folder. In the properties nothing appears, so I don’t know if this is Windows regular file or not.
Anyways I solved it in part... I made "run" and wrote "msconfig". I went in the “Start” window and there I found this .exe, that used to start every time Windows starts.
I unchecked it so that it doesn’t start, and now Comodo doesn’t write me anything anymore.

So the problem is solved now, partly, but I still have this doubt about what that file is, since also in the internet I couldn’t find any info about that.