In what is presumably Moody's first one on one conversation with Neville, after he teaches the class about Unforgivable Curses and Neville is visibly upset at the demonstration of the Cruciatus Curse. Neville is that upset because it's the curse that Death Eaters (Bellatrix, Barty Crouch Jr., and Rabastan and Rodolphus Lestrange) used to torture his parents into insanity. So Moody asks Neville to come have tea in his office.
‘It’s all right, sonny,’ he said to Neville. ‘Why don’t you come up to
my office? Come on … we can have a cup of tea …’
Neville looked even more frightened at the prospect of tea with Moody.
He neither moved nor spoke.
Moody turned his magical eye upon Harry. ‘You all right, are you,
Potter?’ ‘Yes,’ said Harry, almost defiantly.
Moody’s blue eye quivered slightly in its socket as it surveyed Harry.
Then he said, ‘You’ve got to know. It seems harsh, maybe, but you’ve
got to know. No point pretending … well … come on, Longbottom, I’ve
got some books that might interest you.’
Neville looked pleadingly at Harry, Ron and Hermione, but they didn’t
say anything, so Neville had no choice but to allow himself to be
steered away, one of Moody’s gnarled hands on his shoulder.
‘What was that about?’ said Ron, watching Neville and Moody turn the
corner.” - Harry Potter and the Goblet of Fire, Chapter 14 (The Unforgivable Curses)
Later Neville mentioned that Moody lent him a book, and told him that Professor Sprout said he was good at Herbology. They may have discussed other things, such as the Unforgivable Curses or his parents, but if they did Neville didn't mention it, which is possible since he doesn't usually talk about that with his friends.
“Oh yes,’ said Neville, ‘I’m fine, thanks. Just reading this book
Professor Moody lent me …’
He held up the book: Magical Mediterranean Water-Plants and Their
‘Apparently, Professor Sprout told Professor Moody I’m really good at
Herbology,’ Neville said. There was a faint note of pride in his voice
that Harry had rarely heard there before. ‘He thought I’d like this.” - Harry Potter and the Goblet of Fire, Chapter 14 (The Unforgivable Curses)
Moody may have comforted him, but...
We know Moody was actually Barty Crouch Jr., and he wanted to give Neville the book for a different reason. He wanted Neville to learn about Gillyweed so that he could pass the information along to Harry, to make sure he succeeds in the Second Task and wins the Triwizard Tournament to fall into the Dark Lord's trap. Barty Crouch Jr. was actually one of the Death Eaters who helped torture the Longbottoms into insanity, so it's highly unlikely that he genuinely cared about Neville. In fact, he probably enjoyed scaring him with the Cruciatus Curse, since we know he knows Neville is their son.