You can take notes and make comments on Word documents by using the "review" feature.
For most of the options on this page, PDF files are far preferable to other types of files. You can save Word documents as PDFs, use the "print" menu to print web pages or other files to PDF, or use Adobe Acrobat Pro (available on all lab computers) to convert files to PDF.
Many of the annotation features work best if the PDF has been run through an OCR process (Optical Character Recognition helps the PDF reader know that the words on a screen are words rather than images, which enables things like copying, pasting, and highlighting). You can do this using Adobe Acrobat Pro, which is available on all lab machines.