Here's why:
* Prepositional phrases start with a preposition (like "with", "in", "on", "at", etc.) and end with a noun or pronoun (the object of the preposition).
* In this sentence, "with" is the preposition and "zigzag comb" is the object of the preposition.
* This phrase describes the rooster, telling us what kind of comb it has.
The sentence is a bit awkward and might benefit from some rewording to make it clearer, but the prepositional phrase remains the same.