When someone comments on something of yours (such as a piece of artwork or a group comment) you'll get a notification.
You'll see these notifications at the very top of the site (the notifications icon looks like a bell).
Clicking on the notifications icon shows you a list of notifications you have. Clicking on any of those notifications takes you to the page and place where the comment was made.
How do I see past notifications?
Once you visit a comment you've been notified about, the notification will clear.
You can see past notifications by going to MY NOTIFICATIONS from the User Menu (the little head and shoulders icon). This will show a short list of notifications that you have already viewed.