The RF-out cable would be required for an Analog cable box. As far as I'm aware of, this use to be included for VCRs that did not have any other inputs.
First, connect the Comcast's red/white/yellow RCA outputs to your DVD/VCR. Then connect the cable box's SVHS or component video to your TV. Leave your audio setup configured as it is.
If your TV is an older model that does not have SVHS or component inputs, connect the RCA yellow video output (and optionally the white & red RCA audio outputs) to your TV and connect the SVHS output and 2nd set of white & red RCA audio outputs to your DVD/VCR.
Finally, if your TV has component inputs, connect the component outputs of your cable box to the TV and the SVHS output and white/red RCA audio outputs to your DVD/VCR. This will also provide better recording quality than connecting the yellow (composite) video connection to the DVD/VCR.
To transfer a recording, choose the input source on your DVD/VCR to what the cable box is connected to (e.g. AV1), prepare the DVD/VCR recorder for recording (i.e. insert a blank DVD and allow it to initialise), then begin playback of recorded program on the cable box and press 'Record' on the DVD/VCR.