Each workshop scenario has its own page. You can subscribe to a scenario from there. If this is what you mean by the 'download site' then the comments section is at the foot of the page.

When you have completed a workshop scenario go to the "Workshop" tab, then "Subscribed", click the scenario you want to comment on then click "View".
This will give you the workshop page for it and you can leave a comment there.

Hope this helps.

I might be misremembering this since it's been a while but if I do remember correctly you have to have reached a certain experience level in Steam before you can comment on Workshop items. Could that be an issue?

The answer was given on the DTG forums - apparently the author of the scenario has to tick a box that allows comments. If they don't tick the box you cannot comment. https://forums.dovetailgames.com/threads/trouble-leaving-a-comment-on-work-shop-new-scenario-page.52013/