I would like to buy comfast CF-WU715 wifi adopter,In the description of this product they have mentioned that this is supported Win and linux. So can i use this with raspberry pi b+? description here
You can check the list of of RPi verified peripherals, specifically the USB Wi-Fi adapter section. Consulting the list it does not appear that this adapter is listed as working. This does not mean that it won't work (since it is not included on the problem section of the same list), but if you are new to Linux and the Pi I would not suggest it. You might be better of choosing one of the verified working adapters - even if it costs a little more.
Edit: after doing a little Googling, I came across an Amazon UK page. Where someone asked this exact question, and received a "Yes it works with the Pi" from two different users. If you do buy this adapter and verify that it works, I suggest you add it to the verified peripheral list as working.