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Doing so will open the document in Microsoft Word. This will highlight the text. You'll want to highlight everything on which you wish to leave a comment (e.g., an entire sentence or paragraph). Doing this will prompt a drop-down menu. It's at the bottom of the right-click menu. It will appear on the right side of the Microsoft Word window. Doing so will cement your comment, allowing you to move on to the next section of text that needs commenting. Be sure to save your document before closing, or your comments won't be saved.

Summary:
Double-click a Word document you wish to change. Click and drag your cursor across some text. Right-click or two-finger click the selected text. Click New Comment. Type your comment. Click anywhere on the document.