COMP represents the Comprehensive Component Monitor; one of the three continuous monitors which at all times monitor engine emission component status and functionality. Comprehensive component monitoring is used to detect major faults with engine sensors that may cause an increase in emissions.
Since you mention your Ford F250's engine was recently replaced, we highly recommend returning to the auto repair shop which conducted the engine replacement and advising them of this matter. It is possible the electrical wiring between the engine (emission sensors) and engine control computer has a fault.
A COMP monitor failure is not a common fault. A vehicle with a COMP monitor failure can not pass a smog test.