Or, not quite as intended, you can use a multiline string.
Since Python will ignore string literals that are not assigned to a variable, you can add a multiline string (triple quotes) in your code, and place your comment inside it:
"""
This is a comment
written in
more than just one line
"""
print("Hello, World!")
As long as the string is not assigned to a variable, Python will read the code, but then ignore it, and you have made a multiline comment.