Computational biology is a pretty broad term. Usually things that have to do with computers & biology are bioinformatics or computational biology. Briefly, for bioinformatics you’d need things like C++ under your belt and interest to come up with ways to make things work really fast and optimal on huge sequencing datasets. Comp bio is a super fun field to be in. For me it's mostly using computers to do biology. But i…
Specifically about immunology, I'm not so sure - I study cancer but most my grad companions in comp immunology use similar techniques as me. But there might be very domain specific immunology techniques that I'm not aware of. Regardless of the "shared" technique though, you need a lot of domain knowledge to interpret your results.
But as broad advice:
If you know a broad technique you're interested in, see which immunology lab does that and go from there.
If you already know the types of immunology questions you wanna go after, find the lab that studies that question, then see which techniques they use and learn those.