I don't know of anywhere that you can download GnuBg games which contain comments. It's certainly possible to make them, I just don't think anyone's done so.

Create a Backgammon favourites folder and save these. Some of the quzzes will be more relevant to you in due course.

Matches
gammoned.com - Expert Matches
Backgammon Galore - Kit Woolsey vs. Jeremy Bagai (same link as Pythagoras' 7-ganmes)
GammOnLine - World Cup Match #1 and other stuff

Quizzes
Backgammon Blunder of the Week
Ed's Backgammon Problems
Webby's Backgammon Quiz
Danish BG Fed Forum Quiz
Backgammon Brainbusters
Backgammon Problems