(This one extra for luckyme 
)
So, there’s a finished game you want to review, and then you want to save the SGF with your move comments.
In the flyout menu on the right side you choose “Review this game”
Then the review page loads … and there you enter your text not in the chat text field but in this way:
- Click the move you want to comment
- Enter your text in “move comments…”
Moves that “contain” comments have a coloured outline in the move tree, as you can see.
When you’re finished, you choose “Download SGF” from the flyout menu on the right side:
I’ve just tried it and opened the SGF in CGoban:
Have fun playing around with this … and try out all the buttons 
HTH and greetings,
Tom