By clicking on the "Sticky Note" button in the upper left hand side of the top menu, you can add comments to your document. You can view all the notes on a document in the "Annotations" tab of the Info panel on the right hand side. You can also make additional general notes about the document in this area.
Add a "New Page" in the "Notebook" tab to make comments or save highlighted passages, and view these across all your PDFs.