VoxForge
Read the prompts as if you are reading the text aloud to another person.
The commas and periods are there to indicate pauses, and should be respected. We are trying to get as natural a speech as possible (even though this is not really a natural way to get it ...).
So to answer your question: don't include yourself saying the punctuation marks (i.e. don't say 'comma' or 'period', etc.), but please do use the punctuation to ensure a natural rhythm of speech.
thanks,
Ken