In ABAP there is no multi-line comment delimiter, and even the single line comment delimiter is somewhat confusing. If you type an asterisk ('*') in the first character of the line, then that line is considered a comment. If you want to place a comment after some code on a line, then you must use a double quotation mark ('"').
The only practical way to write ABAP code is inside of SAP itself, and the ABAP editor provides a "better" way to do multi-line comments. In the ABAP editor you can create mult-line comments by highlighting a block of text and using "comment" option in the right-click menu. Though all this really does is turn every selected line into a single line comment.