How to get links to comments and to the review of a post to be added as "By Review"?
Those comments are only generated in the Low Quality Posts review queue, and automatically (you can choose from a list of half a dozen standard comments, or choose to leave no comment at all). You get access to that queue at 2,000 reputation.
I agree that these comments can be useful from the First Posts (or Late Answers) queue as well; that's why I use the userscript AutoReviewComments which gives me similar functionality everywhere I can leave a comment (so on the main Q&A pages, but even in the moderator dashboard), and one of the default comments matches what you want to add:
Whilst this may theoretically answer the question, it would be preferable to include the essential parts of the answer here, and provide the link for reference.
All you then have to do is copy the link from the current review, which is visible in the address bar:
and add a
[From Review](https://askubuntu.com/review/first-posts/xxxxxxx) at the end of the comment.