"Comment". I am leaving you a comment on your question write now. Comments are statements about something someone says or does. Anyone can comment about anything.
For example. my comment to you is "I like your glasses!
"review". A review a comment of someone's work.
For example, my boss will review my work when I submit it to be sure I did it correctly and that it is to the standard my company desires. Or, if you write an essay, I can review it for you to make sure the spelling, grammar, and punctuation are correct.
"remark": Even though "remark" is a synonym of "comment". It isn't used as much, and "comment" is more popular to use (probably because "comment" is mostly used now in social media when referring to someone in a video saying "Leave your comments below!" They just as well could say "Leave your remarks below!"
I am most used to "remark" being used in literary writing as someone's response.
For example:
The teacher said, "Be quiet in class, Billy!"
Billy remarked, "You be quiet," quietly to himself.