If anything comedy is an excellent way of learning a language: the use of double and triple entendres helps to quickly get exposed to alternate meanings and misunderstandings of words. Comedy aimed at learners or multilinguals can also help, plenty of anglos who learned Spanish can relate to "feeling pregnant" early on :)
Puns and rhyming can generally be translated across languages. I don't think its controversial to say that its possible to get most of what a piece of art is trying to say through a translation.
Where they do, there needs to be a coincidence where words with multiple definitions happen to have the same meanings in both languages, or there happens to be a similar saying in the target language. Often this is not the case. Translators often just make up entirely new material to substitute in for that.