Need to know
Whenever comets come closer to the sun. They fall from the great Oort Cloud well beyond all planets and minor or dwarf planets. There might be billions of them locked in icy cold. Only when they fall in closer than some planets do they warm and sport a long tail and big head or coma. Many comets hit Jupiter and other planets frequently through the solar system's history. Some fall into the sun. Some leave the solar system forever. Many come around in long skinny orbits called ellipses. Halley's Comet is one. Every 75 or 76 years it comes close to the sun. It has done this for thousands of years. There is no prediction as to when the next great or bright comet with a big tail might show up. Hundreds of orbiting comets are known, but the strangers from far away show up with only months or at best a couple years notice.
Comets are in orbit around the sun. An orbit is a elliptical (oval-shaped) free-fall that can go on forever. A comet starts its orbit far away from the sun. The sun's gravity pulls it inward. As it falls toward the sun, it gets faster and faster and the Sun's pull gets stronger and stronger. But it doesn't fall directly toward the Sun, because it also has some sideways speed. The sideways speed is great enough that it misses the Sun completely, and at its closest point to the Sun it loops around and starts going back the other way. As it flies further away from the Sun, it slows down until it is back in the same spot it was in when it started. This repeats over and over, until the comet disintegrates from the Sun's radiation, the comet collides with something, or something else gravitationally pulls on the comet and messes up its orbit. The Earth is in orbit around the Sun too, and it works in basically the same way. The difference is that the Earth is in an almost circular orbit and it moves at about the same speed all the time, while a comet is in a stretched-out oval orbit and it moves fast close to the sun and slow far away. Most of the time you can't see comets because they're too far away, too small, or both. Once in a while a big one will get close, and that's when you can see it.
All the time. At any one moment, there can be dozens of comets heading towards, or away from, the Sun. The vast majority of them are simply not seem, unless you use a telescope. http://www.aerith.net/comet/weekly/current.html
All the time, they just aren't always visible from Earth.