Comments in a Visio diagram are either attached to shape or attached to Visio diagramming page.

Comments in a Visio drawing can be 
1) Attached to a Visio page. If we add any comment to a Visio drawing without selecting any shape, the comment gets attached to a Visio Page.
2) If we select a shape and then add a comment to the Visio drwaing it gets attached to a page

Connecting Shapes in MS Visio. In Visio you can connect shapes through
1) Static Connections - Glue to Connection Point
2) Dynamic Connection - Glue to Shape

This informative video explains to you the method to connect two shapes either in a static or in a dynamic faishon.

I recommend fresher IT Business Analyst students of QBI Institute learn MS Visio. Some of them may not posses Visio software with them. Before they procure it from the market they can work on the Evaluation copy of MS Visio for 60 days. Click on the link above to down load the evaluation copy of MS Vision, do not forget to share your experience on Visio with others and with Microsoft Corporation. Visio stands out from other diagramming software because of its

1) Ease of use due to similarity in look and feel and features with other Office suite software
2) Powerful Shape Sheet features
3)  Availability of the software with employers
4) You can make wide variety of diagrams : UML, BPMN, Mindmap etc utilised by Business Analysts