YOu may need to run a sharp knife over the comb to cut open the cells for the wax to run out. The bees seal the cells to store the wax as food. Bee keepers cut a slice off the combs as they are extracted to get the honey out. Normally, that would be all that is necessary for the wax to come out when boiled. Do not hesitate to simply crush and break up the comb before heating it.
By all means, use a double boiler arrangement. This can consist of a pan in another pan of water. I use a deep fry pan with an inch of water, and just put another pan inside it to be heated to melt the wax. You can heat the comb several times, and pour the rendered wax off into a container to cool, while you extract more wax. The wax will separate some, with the bits of debris floating to the top.
A double boiler protects you from having a flash-up fire that might occur if the wax gets too hot. Water boils at 212 degrees, I am sure you already know, but it also doesn't want to get much hotter than that, so it actually acts as a " coolant " when temperatures of the fire want to take the frying pan above that temperature.
There will be time enough to strain the crud out of the wax once its melted out of the comb. If you have a coffee pot, the filter paper used for coffee grounds can be used to filter the hot wax, too. Just use a couple of filters to over over any hole that might be in the filters to accomodate some kind of pots, like those I have for my perculator. You can put the filters( or paper toweling) or any kind of cloth, including several layers of cheese cloth, in a strainer, to hold the filters firmly, ( so you don't get burned) and pour the hot wax through it that way.
I don't recall ever having to do more than two filterings of the wax to get all the crud out, but don't hesitate to do it again, if you find any junk floating in the wax. The hard part is separating the wax from the comb. The easy part is straining it through filters. When I first did this as a kid with my father, we poured the results in to an aluminum pot pie tin for a mold. I have seen people use muffin tins for casting wax bricks, and have seen them sold in this configuration. If you put one of those non-stick sprays into the pans, its helps in getting the wax out of the molds. I have not used it, but I would also suppose that using any kind of oil or shortening would work equally as well as a release agent.