You shouldn't need any extra cables. The Ooma comes with a network cable, and so you can either use that to plug into an open port on your router, or cable it inline between your modem and router. FWIW, I set it up directly plugged into my router, and then moved it to inline after setup was complete. Not any particular reason; that's just the way I did it.
During setup you will be given the opportunity to port your number (free if you buy Ooma premier, $40 if not). Have your Comcast account information handy, and it will go smooth. It does take about two weeks to port; be prepared for this wait.
During the porting process you get lots of emails from Ooma with every status update.
As soon as your number ports your Comcast Digital Voice should be automatically canceled (mine was), but you should probably call their customer service to make sure.