On Friday, Stephen Colbert, host of “The Colbert Report” on Comedy Central, will appear with Herman Cain at a rally at the College of Charleston in South Carolina, one day before the state’s Republican primary. The comedian, who is exploring a run for “president of the United States of South Carolina,” has urged voters in recent days to vote for Mr. Cain as a proxy for his own candidacy since Mr. Colbert is not on the ballot and write-ins are not permitted.