The term non-comedogenic is typically not used for cosmetics. You'll find it on skincare sometimes, but it isn't a trustworthy label to be on the lookout for since the words don't have a set value. That means that no product, even the ones that say "non-comedogenic", are truly non-comedogenic for all users. Instead, look for oil-free products or figure out what ingredient specifically makes you break out and avoid that one.
Like honeylemongirl said, the term non-comedogenic doesn't have a set value and means different things to different companies. I don't think any one brand claims that all of their products are non-comedogenic since most cater to varying skintypes and makeup for dry skin very likely contains oils that will make acne prone skin breakout. Good brands to start with though are Bare Escentuals and Clinique. Clinque allergy tests all of their products and BE is all mineral with no added chemicals.