Your best bet is to:
1. Consult your owner's manual: This is the most reliable source. It should have a fuse box diagram.
2. Locate the fuse boxes: 1986 Comanches typically had at least one fuse box under the hood (near the battery) and possibly a smaller one inside the vehicle, often under the dashboard.
3. Examine the fuse box diagrams: Once you find the fuse box(es), look for the diagram on the inside of the cover. This diagram shows what each fuse protects. Look for "horn," "hooter," or a related term.
4. Check the fuses visually: If you've identified a potential horn fuse, check it visually for a blown filament (a broken wire inside the fuse).
If you can't find it using the manual and fuse box diagrams, a search online for "1986 Jeep Comanche fuse box diagram" along with specifying your trim level (MJ or Pioneer) might yield more specific results. You may also find helpful information on Jeep Comanche forums or online communities.