Here is the answer according to PTC Knowledge base : Solution Details - TPI 34171
It is possible to use comments in the program to annotate relations and features only. Use the following format:
/* Type comment here
The comment on a feature must follow immediately after its "ADD FEATURE..." line. The comment is then attached to the feature being added, and appears in the INFO window.
It is not possible to add comments after anything else in Pro/Program, for example after "ADD PART."
MCAD System Admin.
One comment to old post for Pro/Program users:
At least for Creo 4 you can add comments to Pro/Program to same row with functions.
I tried to add comments first to it's own row, but those are always wiped out. But if you have for example IF sentence (quite normal with Pro/Program, I guess?) the comment can be added to same row like this
IF PARAMETER1==1 /*Comments can be added here!!!
Yes, I know, it's not so nice looking as some comment row/rows in good order before, but it's better than nothing!