Is any way we can two or more persons be doing comments to the same documents at the same time in two different computers and be able to save the changes?

You can do a shared review: Starting a PDF review, Adobe Acrobat

If you have trouble setting up the review over a shared network, you can simply each make comments on your own copy of the PDF, and then combine the comments using FDF. Export one person's comments to a data file and then import them into the other person's file.