Go to your Joomla backend -> components -> CComment ->settings -> new, from the component dropdown field select com_cobalt and click next. Save the configuration.
Now navigate to cobalt (Components -> cobalt -> types). Select the type, that you want to have ccomment enabled. Then in the "Comments Parameters" tab choose ccomment from the provider list. That is all. Now you should see the comment form in cobalt entries from this type.