They aren't in the special features.
On the menu every episode holds there is the option of changing the audio track and subtitles (languages and such). In there you have the option to switch to the commentaries.
I'd give you a screenshot, but my menus are in German, and you wouldn't really understand them.
On season 2,3 and 4 you can also change the audiotracks directly with your remote control, on season one that isn't available.
Welcome to PEEL gregclark,
I hope I could help you with your question.
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Enjoy your stay here.