Support for numbered comment pagination?

As explained in the plugin’s readme file, one has to replace the old comment code with a new function. This is not difficult. First determine what theme your site is using. Next, you want to edit one of that theme’s files. This is usually the comments.php file which can be found in your theme’s folder. Make or save a copy of the comments.php file so if you make an editing mistake, you can easily restore the file. Edit comments.php and find the part of the file that contains ‘previous_comments_link’ and ‘next_comments_link’ functions.

This code looks like that in a theme:

<div class="nav-previous">< ?php previous_comments_link( __( '&larr; Older Comments', 'my-example-theme' ) ); ?></div>
<div class="nav-next">< ?php next_comments_link( __( 'Newer Comments &rarr;', 'my-example-theme' ) ); ?></div>

You can remove these lines and replace them with:

<?php if(function_exists('wp_paginate_comments')) {
    wp_paginate_comments();
} ?>

Now pagination should be displayed with you have a number of comments in a post.

It is probably not forming correct URLs.

A for using a child theme, yes, you should create one and copy the modified comments.php file to it.