The comments page allows you a quick view of any comments left on your blog on your public site. 

In the list you can see who the poster is, where and when the comment was left. The blog name and the comment itself are both hyperlinked to take you directly to the blog/comment where it is viewable on the public site. 

If a comment is spam or you want to delete it for another reason simply select the red trashcan to the right of the comment.