In iTunes I went to Library / Apps and found the app but the only menu items are 'get info', 'show in windows explorer' and 'delete'. I want to write an review.
Search for the App in the iTunes store (OS X or iOS as appropriate) and then look for the stars to rate and then write a detailed review. You should be asked to sign in to your Apple ID and you must have purchased the app to write a review. If you received a gift or promotional copy, you might not be able to write a review in some cases.
The Write a Review text is below the ScreenShots section so you may need to scroll the content up to see the link to submit a review.