Hello..
Is it possible to let the registered users to write comment to products that are on sale? If it is how could it be?
 
Thanks..

Yes - through product rating - and you can decide whether all or only registered users can do this.

In which menu we can change it exacly in administration panel?
 
Thanks.

It's a default feature.
You can edit/approve reviews at
Admin >Products > Product Reviews

Is it possible to let the only registered users to write comment to products that are on sale?No write comment unregistered users write..

Don't think so sadeceben but you can have administrator intervention before the review can show - see Global Settings.