Senpri,
No, JFBConnect does not currently have a "Latest Comments" module. Facebook doesn't have a pre-created widget for that, so it makes it much more difficult to implement. It is something we have plans to create later this year though.
JFBConnect does provide the "Recommended" module, which will use Facebook to provide recommendations to users based on if their friends have Like'd or Commented on pages of your site, as well as other social indicators. If the user isn't logged into Facebook, it will show the most popular content based on the same social indicators. Not the same as what you're looking for, but may be helpful nonetheless.
If you need anything else, just let us know!
Alex
JFBConnect Latest Comment Module
