COM1 should be found at address (dec) 888. Databit D0 is found on DB25 pin #2, and ground is any of pins 18-25.
You need a resistor in this case, as the parallel port can't source more than a couple mA of current safely. You'll break it if you try to drive only a raw LED. Connect the anode to pin 2 and the cathode to one leg of a 470 ohm resistor, and the end of the resistor to pin 18.
Or just use a high impedance 'scope probe or multimeter to see that the voltage on pin 2 swings high (either to +3.3 or 5.0 volts) when the pin is triggered.
Here's a diagram with more information:
http://kartikmohta.com/tech/parallelport/
That said, try the IOTest utility, with a port 888, value 255 (that'd be all 8 data pins high, just for testing). Or value '1' will drive just pin 2. DirectRT and MediaLab will both let you set the duration of the output pulse, from 1 to many tens or hundreds of mS.