The out-of-the-box review workflow doesn't support commentary. However, it can be customised to add a comment field to the review task and view it in the rejected task.
At some point, commentary will become a built-in feature of workflow (probably via Discussion Forums), although this hasn't been formally placed on the development plan just yet.
There is a good Workflow guide available in the Alfresco Content Community. I haven't checked it as I don't have a printed version here with me, but it may a useful starting point.