I just had my employee review and want a copy, however, my employer states it is the property of the company. I thought I am entitled to see and have a copy of my Annual Employee Review? What rights do I have, and how can I proceed to get my copy?

Nothing in either Federal nor Arizona law gives you the guaranteed right to have a copy. It's entirely up to your employer whether to allow you to have a copy or not.

Am I entitled to see (view) all the contents of my Personnel File? Even if I cannot get a copy of it's contents?

Not by law. In Arizona the decision to allow, or not allow, you to see your personnel file rests entirely with the employer.