How can I review a submitted form and directly make comments on it? I know I created a hidden review section

Unfortunately, you cannot add comments on your form. However, if you have a "Text area" field in your form for the purpose of adding comments on it, then that will work.

In your case, you can view the hidden review section when you edit the submission in your submissions page. Here's a guide about it: https://www.jotform.com/help/325-How-to-Edit-Submissions-Made-on-Your-Forms 

Here's an example:

1. Here's my form, the textarea field titled "Comment Section" is hidden:

2. In the live preview, we can't see the comment section. I then fill it out:

3. In your submissions page, when your in edit mode, the hidden section will be displayed. Here's a sample where I added my comment:

To save the edits you made, you need to click the submit button. Please note that email notifications will be resend on this case.

I hope that helps.