When you add a comment to some text in a document and then click away, you may notice that there is no line connecting the comment to the text it corresponds to (as shown on the image below), until you move your mouse over the comment or put the cursor in, or select that text, again. You can place the cursor in the content or select content (text, images, tables, etc.) and add a comment about that part of the document.
Comments in Word allow you to provide feedback in a document without changing the text or layout.