G’day,
Currently, there is no direct method of including Live Mail accounts, messages or contacts in a backup job, but it can be done (sort of).
What you need to do is to export the accounts and/or messages and/or contacts first to a know location and then include that location in a Comodo Backup job. I did say it was “sort of”, didn’t I? 
Windows Live Mail includes options to backup Accounts (Mail, Newsgroup), Contacts, and Messages(Mail and Newsgroups). This option is found under TOOLS → ACCOUNTS → EXPORT. This facility will be used to read your Live Mail data and write it out to a file that can be included in a backup job.
Create 4 new folders in the location of your choice
Give the four folders names that are relevant to the intended contents
It’s a good idea to add a date to the folder name
Email and News Accounts:
Tools/Accounts//Export
Use the Browse or Browse folders option to navigate to the Mail folder(created above)
Export each email account account to the Mail folder, repeating the process for each email account
Export each newsgroup account to the News folder, repeating the process for each newsgroup account
Each account exported will be saved using the Email or News account name with a filename extension of .iaf
Contacts:
Tools/Contacts/File/Export/Comma Separate Values
Enter a filename e.g. Cont_080315.csv, then click Browse to navigate to the relevant folder
Modify the filename if more than one Live ID is in use
If multiple Live ID’s are in use, it is necessary to sign-on with each Live ID in Windows Live Mail to have access to and export that accounts contact. If Live ID’s are not in use, all pop3 accounts use the default and common Contact list.
Contacts will be saved as a *.csv file
Messages:
Important - a blank folder is required (this will only work on an empty folder (???))
File/Export/Messages/Windows Live Mail/
Click Browse to navigate to relevant folder, click OK, click Next
Choose one of two options(All Folders or Selected folder)
For multiple selections, use the CTRL key for multiple selections, then click next to start the Export
Do not interrupt the export process
Once completed click FINISH
The resultant export will include all folders, subfolders and messages(news and mail)
Do not use this folder for any other storage.
If the process is repeated later, you will need to remove the existing contents first
Once you have exported all the data, run the Comodo Backup job that includes the four folders containing the exported data.
I’ll contact a developer and see if I can find out if they are going to include a Live Mail backup option in the same way they have included an Outlook backup option.
Hope this helps,
Ewen 