Shopify does not support the Product Reviews feature.
However, there is an app for this - Product Reviews App, which can be found in the Shopify App Store. This app will help you resolve the problem with the migration of product reviews and integrate this feature into the site.
The migration tool will export your review data into a CSV file. Once migration is completed, you can download and import the CSV file to the Product Reviews App in your Shopify store. Here are instructions to do it: