Are you talking about on the public side of the site?
If so, that might not make much sense. Comments are typically made on posts and pages, so they have a connection to, and are about that post or page. Taking them out and putting them all in one place takes the comments out of their context and that could get confusing. Also consider that comments are in some instances like a conversation, and people could actually comment on a comment, and moving all the comments into one large jumble would not only take away the context and connections between them, but also make for some really confusing reading.
If that is what you were wanting to do, it is not possible, and not advisable.