Teiid supports end of line comments - https://issues.jboss.org/browse/TEIID-3256 but that has not yet been added to Teiid Designer - https://issues.jboss.org/browse/TEIIDDES-2411
In designer use /* .. */ preceding or following the procedure. This is due to when validation is done, the result of the validation is returned without the comments within the procedure.
However, if you use a dynamic VDB to define the procedure. it can be defined within the syntax.