I would like to override a non-core module of PHPFox,so basically, it is an installed 3rd party application developed by PHPFox themeselves. Here is the file I would like to override.
PF.Site/Apps/core-comments/views/block/comment.html.php
Anyway, I was able to override core modules in my theme following the naming convention from their documentation like the Feeds Module.
Did you mean you'd like to override above file with the file in your module? In the library, at step render template file, there is a hook. You can use this hook in your module and change above the to the file you want.