All three of the forms you mention are single-line comments. The double-semicolon may have originally arisen as a cue in Dorai Sitaram’s SLaTeX typesetting package that the comment was to be typeset as ordinary text, rather than as program text.
Scheme also has multi-line comments.
In particular, it appears that R6RS, like Racket, allows the use of #| and |# to begin and end multi-line comments. Also, the utterly magnificent #; combination comments out a full s-expression. So, for instance, if you write
#;(define (terrible-function a)
(totally-broken-code
here))
The entire definition is considered commented-out.