You can add comments to DFSMShsm commands anywhere that a blank might appear. To set off your comments, enter them between the symbols /* and */. You can continue a comment to the next line by using a line continuation character (+ or -) at the end of the line following the */ of the comment.
COMMAND1 PARAMETER1 /* comment */ +
PARAMETER2 /* comment */ +
/* more comments */ +
PARAMETER3 /* comment */
COMMAND2 PARAMETER1 +
PARAMETER2 /* comment */