Hand-ins in Word in Microsoft Teams open automatically in Word Online.
For providing feedback Word Online is not very good. Open in word Desktop and use the Edword add-in there instead.
Luckily that is easy to do. Keep "Automatic storage" active. Then the comments you provide in Word Desktop will also be in the Word Online document as they are automatically synchronized via OneDrive.
This 55 sec video (no audio) shows you how.