Exactly where are you making the comment?
Will other players know if I send a comment after a game?

It's before I close out of the game; there's a little message box in the bottom right.
Well I've been playing here for a long time and I've personally never been alerted to a comment by an opponent.
Perhaps it's the kind of thing you might check after a daily game.

I don't often do this, but if an opponent played a really hard fought game against me, or it was a really entertaining and fun game that went back and forth, I'll occasionally send them a message via the site's email function to make sure that they receive it.
If you're wanting to make sure that they'll see it, this might be a better option, because I usually do not check the chat box after the conclusion of a game...rarely during the game, either, tbh.

I've never noticed someone doing the "good sport" thing or leaving a comment so I wonder if the feature actually works as intended.
Every once in a while, after a game I might leave a comment congratulating my opponent, or just telling them that their gameplay was strong. Will they receive any kind of alert or notice letting them know that I left them a message?