Is it possible to have pep8/flake8 on the Merge request. And when the merge request passes the Pep8 test, it puts a comment as review comment.
I would like to know if this possible. ?
In general terms, this should be possible, that’s what CI/CD is for 
I’m not sure about your expectations in terms of posting a review comment. Generally, once a pipeline has completed, you see the status (pass/fail) at the top of the merge request comments. You can then examine the details of that status.
I’d recommend looking at the GitLab CI/CD examples documentation. That mentions:
A collection of
.gitlab-ci.ymltemplate files is maintained in GitLab. When you create a new file via the UI, GitLab will give you the option to choose one of these templates.
Looking at the templates you can choose from, there’s a Python one that does exactly what you’re after (with tox and flake8, but you can adapt it to your needs):