You don't use $().each, you use $.each on an array. Or, with any JavaScript engine updated since 2009, you use the array's own forEach.
Using $.each:
$.each(comp, function(index, entry) {
var url = 'www.example/' + entry;
console.log(url);
});
Note that the entry is the second argument, not the first. (It's also this.)
Using forEach (spec | MDN):
comp.forEach(function(entry) {
var url = 'www.example/' + entry;
console.log(url);
});
Note that the entry is the first argument. (You can also use a second and third argument: The second is the index, the third is the array itself.)
This answer has a comprehensive list of the ways you can loop through the contents of arrays and array-like things.