> I was wondering if it is possible to add a comment
> on links in index.html. 
No such capability exists.

> messy if I download, say, more than 10 webpage that
> has only codes as names.
> note: I put it on one project because it is on one
> website, 
No restrictions that a site can't be in multiple projects.
You might also try using catagory/project combination (I've never used
catagory)