Is there way to set the build-in comments not being blank before go to next workflow state?

You can try setting a pre- or post-condition "Comment is not empty" in the workflow but since comments are version-specific you should test this extensively to make sure the user is able to proceed under all circumstances. For instance, if they first give a comment and then make some other edit and try to move to the next state, the comment is not found on the latest object version and the state change would be prevented.

A better way might be to store the comment to a separate property as discussed in this other thread and then use that property in your workflow condition: community.m-files.com/.../is-there-any-way-to-show-comments-from-previous-states-in-a-workflow-notification