When you click on the link to view your journal entry, you will see the entry with all of its comments. If you are using the S1 style system, the title bar of an unscreened comment will have a blue background, while the title bar of a screened comment will have a grey background. If you are using the S2 style system, consult your "Customize" or "Edit Customizations" page to see the colors for the title bars of screened and unscreened comments."S1 style system" and "S2 style system" in this FAQ refer to old-style/site-scheme comment pages and customised comment pages respectively, and should use those terms to avoid confusing S2 users who don't use custom comment pages.
Secondly (most likely not worth putting in the FAQ, but I wanted to mention it): in Lynx (and the old site schemes), comment bars are gray -- blue bars for unscreened comments are only found in Xcolibur and Dystopia. Is there a better way to make a distinction between 'screened comment' and 'unscreened'? How about just noting that an 'unscreen' icon or link will appear on screened comments, and one to 'screen' on unscreened comments?
Thirdly: the last line of the paragraph was presumably written back when all/almost all S2 styles used comment pages like those in Core. This is no longer the case -- many styles display screened comments differently and will not have the options you mention.
Possibly the whole paragraph could be trimmed down to "When you click on the link to view your journal entry, you will see the entry with all of its comments. Any screened comment will have a button or link you can use to unscreen it."?