There is an option to turn on Comments for Sharing Pages. The system Vidyard use for this is called Disqus and it can be configured within the Integrations tab in Content > Sharing Page.
Disqus is enabled for your Sharing Page but you cannot see it appear underneath the player.
It is likely that although the Sharing Page is configured correctly, the player is not setup to allow comments.
To enable comments, go to the Player Settings and turn on Comments on sharing page.
If disabling comments is currently a default setting, consider making a change in Content > Defaults.
This setting will affect any new players that are created.