I want to add comments to my digital photos.
I have tried using the Olympus Master program but find that the comments do not seem to appear in the Exif meta data.
I suspect that Olympus Master holds them in a separate file, which would mean that you have to be careful when transferring photo files to different folders.
I also see that comments can be added in the file properties windows under Windows.

What are good methods for storing and displaying comments that are integrated as part of the photo metadata?

I've been wondering this myself, John. Good question.