Comments in EXPDB parameter file
Yes, by using # at the start of a line.

Actually everything after the # sign will be ignored, so this can be used after a parameter as well. 

This is a bit hidden in the manual:


  Table names specified on the command line cannot include a pound sign (#), unless the table name is enclosed in quotation marks. Similarly, in the parameter file, if a table name includes a pound sign (#), then the Export utility interprets the rest of the line as a comment, unless the table name is enclosed in quotation marks


Quoted from:  http://docs.oracle.com/cd/E11882_01/server.112/e22490/dp_export.htm#sthref137