Adult comic stories often contain sexually explicit content. This type of content is restricted in most places. So, if you are involved in any way with free adult comic stories, whether it's creating, distributing or just possessing, you could be facing legal consequences. It's important to abide by the law and stay away from such potentially illegal materials.
Yes, there are likely to be legal issues. Many countries have laws regarding the distribution and possession of pornographic or adult - only content. Even if it's 'free', it doesn't mean it's legal.