Use of Whole forum grading is meant to be an alternative to grading via Forum ratings. This feature is new as of Moodle 3.8 and allows for viewing all the interactions of student within a given forum in one place where you can provide.
At this time feedback is not supported within this grading interface but can be done by choosing to reply privately to a post while normally viewing a forum.
NOTE: This functionality is NOT available to Open Forums.