Click on the Insert Token button on the Create panel and select Comment to add a comment to your regular expression. You can use comments to explain what your regular expression does. Comments are ignored by the regex engine.
If you want to add a lot of comments to your regular expression, you should use turn on the free-spacing option if your regex flavor supports it. In free-spacing mode, spaces and line breaks are ignored, so you can lay out your regular expression and the comments freely.