The FBI has begun looking into the security of Hillary Rodham Clinton’s private e-mail setup, contacting in the past week a Denver-based technology firm that helped manage the unusual system, according to two government officials. Also last week, the FBI contacted Clinton’s lawyer, David Kendall, with questions about the security of a thumb drive in his possession that contains copies of work e-mails Clinton sent during her time as secretary of state. The FBI’s interest in Clinton’s e-mail system comes after the intelligence community’s inspector general referred the issue to the Justice Department in July. Intelligence officials expressed concern that...