The tool (iron) isn't open source, but there are a bunch of public talks and blogs about how it works, many of which are linked from the github repo[1].

It used to be "open source" in that some of the code was available, but afaik it wasn't ever possible to actually run it externally because of how tightly it integrated with other internal systems.

[1] https://github.com/janestreet/iron

If I understood correctly, the same can be done on VS Code with the github plugins (for github PRs)

It's pretty straightforward: you checkout a PR, move around, and either make some edits (that you can commit and push to the feature branch) or add comments.