For my hair it is best if I de-tangle and comb when I am in the shower using a conditioner, this method causes the least amount of damage for me. For curly hair combing while your hair is wet is fine, combing while dry tends to cause damage.
I think how your hair reacts to combing through the curls depends on the curl pattern and hair type. I can comb as much as I want and not loosen my curls at all, my curls actually separate from their clumps when I comb through them and it helps me get more separated spirals which I prefer. If you comb your hair wet you shouldn't get too much frizz but if you try to do it when your hair is slightly damp or dry then you can cause frizz.