ComicRack does only share libraries in your local network, so there's no broadcasting to external machines (read Internet). This means you do not have to change any firewall settings on your router (if you have one).
But if you've firewall software running on the local machines in your internal network (e.g. Windows firewall), you have to free ports 7612 and 7613 for ComicRack on the machines you want to use as server or clients. Otherwise, network sharing will not work.
In all other aspects the sharing feature is zero setup, as ComicRacks on different machines find each other automatically (like the bonjour service ITunes uses).