A com port isn't going to show up in supported devices because it isn't a device... it's a port. I mean I could list all the com ports on your computer, but it'd be kind of silly considering what you really want to know is if a device connected to your com port is working and there's no real way for me to test for that.
Did I make the file editor for mamehooker for nothing? Not being smart, just asking because nobody seems to ever bother checking it.
First have the game running in windowed mode along with mamehooker. Double click on the mamehooker icon in the task bar of windows to bring up the debug window. Once you see outputs go ahead and select "Script Editor" and "Edit INI for Parent Rom" Now you'll be inside the ini for the game. Put the cursor after the "=" in "Mame Start" and select "Add Command." Scroll Down until you see "com port open" and click ok. You'll get some options for the port, baud rate and such... so go ahead and alter those to your liking and click "Done". that will open a serial line when the game starts. You'll want it to close when the game ends, so go ahead and go down to "mamestop", and this time add a "com port close" command. Now for any of the outputs you'll want to add a, you guessed it, "com port write" command. When done you'll have something resembling this:
[General]
MameStart=cmo 1 baud=9600_parity=N_data=8_stop=1
MameStop=cmc 1
StateChange=
OnRotate=
OnPause=
[Output]
lamp1=cmw 1 Hello_World
[KeyStates]
RefreshTime=
Now what I will say is you might have issues sending commas, but go ahead and try it. You'll have to restart the game for things to take effect as obviously the game is already running and thus mamestart never gets called to open the serial connection.