Comments

On the full featured slideshow, the visitors can enter comments to the photos.
To switch this feature on, Tick Basic settings -> General -> I -> Item 4: Enable Comments.

You can configure the behaviour like: if the user must be logged in, if an email address is required, if a smileypicker is present, avatar display, moderation, notification emails, points rewards etc... Click the See also link near the activation checkbox Ito see all the related settings.

To show the photos that have recent comments, you can activate the ComTen widget, see the sidebar.

There is also a shortcode version for displaying the most recently commented photos.
In this example 0: system wide, 12: max 12 photos:
[wppa type="thumbs" album="#comten,0,12"]

You can see the comments when you click on the thumbnails, they link to the slideshow.

However... It is most likely that you want the given comments to be shown together with the thumbnails. To achieve this, tick Item 7: ComTen alt display and you will get this display:
[wppa type="thumbs" album="#comten,0,12"]

Note: This works only with thumbnail type default. You can force the use of type default using inline settings e.g.:
[wppa_set name="wppa_thumbtype" value="default"]
[wppa type="thumbs" album="#comten,0,12"]
[wppa_set]
See also In-line settings