That depends on what you mean.
Do you mean that the file is marked on a drive as read only or do you mean that you are opening it in Adobe Reader and would like to know how to make comments and markups (technically, all PDF's unless otherwise enabled are read only).)
If the latter, you would need to open the PDF in Adobe Acrobat and add your comments there or enable it so that people with Reader can add comments.
I am opening it in Adobe Reader X. I received the file from a different
source. Does the sender need to enable it for me to add comments?
That is correct. They have to do that for you first.
Thanks for your help, ~graffiti.