Do you mean select all the cells that have comments in them?
if yes,
Option Explicit
Sub testme02()
Dim myRng As Range
With ActiveSheet
Set myRng = Nothing
On Error Resume Next
Set myRng = .Cells.SpecialCells(xlCellTypeComments)
On Error GoTo 0
If myRng Is Nothing Then
MsgBox "No cells with comments"
Else
myRng.Select
End If
End With
End Sub
Manually, you can select a single cell
edit|goto|special|check comments and click ok.