League Prints designers send proofs via Dropbox. Dropbox is a third party storage service that makes it easy to share files. There is a free version or there are paid versions.
League Prints does not require the league to subscribe to a paid version, but many leagues decide to do that.
When you receive your League Prints proof, you can log into dropbox and make comments on each page about changes you want.
Click here to watch a video that illustrates how to make change requests.