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