I can add comments (From Review tab, add new comment) but these just create stand-alone comments that aren't linked to the chart

I'l like to be able to link the comments to the process steps - just like I can insert comments in a Word dddocument for e

The Review comments are now deprecated in Visio 2013, and replaced with new Comments that are linked shapes (or a page).

Prior to Visio 2013, the Reviewer's comments are actual placed in an X,Y position on a special Markup page that is superimposed over the original page. If you are a coder, then you could link the Reviewer's comments to a shape on the original page. If you are not, then perhaps use Insert \ Screentip ... this used to be called Insert \ Comment before Reviewer's Comments were introduced.

More Shapes -> Visio Extras -> Callouts