Well it certainly should show any working external com ports. It may not show and "virtual" comports such as those emulated in Win-modems - I seem to remember it does, but I can't check as I don't have a modem.
I presume you do have at least one externally accessible com port on your system?
You should look in the BIOS to check whether it's shown there as active, and not disabled.
What is it you wish to change? - it's an uncommon requirement to need to change com port settings.