My DBF and I went to the comedy club several times on our last WDW trip. It is probably the only part of PI we actually like, as DBF refuses to dance, and there is supposed to be some type of bar there but we have no idea. The comedy club definitely does serve alcohol and popcorn too, and there are some like outside bar windows that you can pick up alcohol, too. The club is an improv club so it changes for each show and thus, we went twice in one night. Make sure you eat before you go to PI, plenty of places with access from DD, but there is like no real food available and the DD places close sooo make sure it's not midnight and you're hungry, as I was, because you would be out of luck.
The charge for PI is either to pay to get in, I believe it would be the charge for all the clubs (I forget how much) or it is one "water park and more" fun visit, if you have that option, which also includes DisneyQuest and of course the waterparks. You can walk around PI for free but you would have to have a ticket of some kind in order to access the clubs, including the comedy club. I think if you buy it there it was somewhere around $20, don't quote me at all on that one.
And from POR, the ferry is free and it works quite well, about 20-25 minutes to DDM, which is then another like 10 minute walk. The bus goes there too, but I enjoy taking all forms of Disney Transportation, haha. If you'd take the bus, you'd want to go to DDW, as it is much closer than the marketplace, not like DDM is really that far.