By default WordPress is set to NoFollow but if you like you can make Your WordPress site a Do Follow Site. Do Follow and No Follow both have some positive and negative ends. Spammers usually target Do Follow site but on other end Do Follow encourages discussion and comments because everyone loves backlinks. So it your decision what you want your WordPress site to be.
If you like making it a Do Follow site then simply install and activate Dofollow by Denis-de-Bernardy. It lets you to remove nofollow attribute from your comments.