Before I proceed, be warned that they sometimes don't translate to other word processing programs AND there are some at Hatrack who don't like them at all. For instance, Christine can't see the tiny print. The comments feature frustrates her to no end.
That said, here's how you do it.
1. Click and drag over the section of text you want to comment on.
2. Click on 'Insert' on the command bar--up there by 'File' and 'Edit'. The text you've selected will be highlighted in yellow and a text screen will appear at the bottom of your Word window. You just type your text in and it attaches itself to the highlighted text.
It's also possible to print the comments separately from the story text, but that's another whole lesson and I haven't done it in so long I'd have to take a minute to figure it out. You can learn how by using your little help guy. Just click on him and ask him to show you how to print comments.