Navigate to a review session. Comments and annotations added by your collaborators can be seen on the Feedback tab on the right sidebar. Click an annotation thumbnail to enlarge it. From here you can also reply to comments.
You can also focus on feedback on a specific review session asset by navigating to it from the review session and clicking the Feedback tab to the right. From here you can add a new comment to the review session and select which audience to share it with.
To see all feedback on a project, navigate to the Home tab of the project and look to the right to see comments added to all assets and review sessions including comments added by your team members.