Anyone who's able to see an objective can write a progress update on it. Progress updates can be added to your objectives at any time throughout the year regardless of whether you have a review in progress. These are stamped with the date and time they were added, and it is a good way to record progress on objectives throughout the year.
Progress updates are immediately visible to everyone who has access to your objective when you add them regardless of whether or not you have submitted your review.
Once you've saved your progress update and hover over it, you have the option to make the progress update private by clicking on 'visible' - it will toggle to 'hidden'. If you need to delete your comment, click on the trashcan icon.