You will need to log into the web-based version of your email to create folders. Once you have folders, you will be able to move messages around.
I would recommend, however, getting something like a gmail account and forwarding your comcast emails to that. You can set Gmail up to use IMAP, allowing you to have your mail sync'd on different devices/computers. If you can connect to Comcast with IMAP, that is a possibility as well.
The thing with POP3 is that once you download the message off the server, you cant easily download it again to a different location.