The use of the comma makes it nonessential information. Removing the comma would result in it being essential information—and, at least in the US, also cause a change in how it's parsed. (As I discuss later.)
Also, there is no rule that says a pronoun must refer to its immediate antecedent—although, barring semantics, that is often the case.
In your particular sentence, assuming you want the rave reviews to be additional but nonessential information and you want there to be no confusion over what which applies to, you could rephrase it so that it's unambiguous:
I released many novels, which received rave reviews, through a publishing company.
When reading your original version, it doesn't seem confusing. I assume it means that the books received rave reviews rather than the publishing company.
Consider this sentence:
I released many novels through a publishing company, which was located in Tennessee.
Here, it makes no sense that the novels (plural) would be complemented by a singular verb (was) or that they would all be located in Tennessee. So, I assume that which is referring to the publishing company.
Now, look at this sentence:
I released many novels through a publishing company, all of which were printed on yellow paper.
In a similar parsing, it only makes sense for which to be referring to the novels.
So, semantics can often determine how we know what a pronoun is referencing.
Still, it is often good form to make sure that you don't leave things like this up to interpretation. I would recommend moving the nonessential information to the earlier part of the sentence.
In some cases, even though we understand what is being said, and what a pronoun is referring to, it simply looks wrong:
I drove a truck along the side of the highway, which had six wheels.
The syntax here is the same as in your sentence—but because of the semantics it's incredibly awkward. It should be rephrased to match the alternate construction I used at the start of this answer:
I drove a truck, which had six wheels, along the side of the highway.
Or, if you want it to relay essential information, you would rephrase it as follows (at least in the US):
I drove a truck that had six wheels along the side of the highway.
In the US, which is used in this type of construction for nonessential information and that for essential information.
So, if you did remove the comma from your sentence (as you asked about), you would also make that change:
I released many novels through a publishing company that received rave reviews.
But note how that changes the assumed meaning. Now it sounds much more like what received the rave reviews was the publishing company.
You would, again, need to rephrase the sentence to make the reviews be essential information and be in relation to the books:
I released many novels that received rave reviews through a publishing company.
But even that sounds a little bit strange, almost like they received rave reviews because they were released through a publishing company—or that you released novels that already had rave reviews through a publishing company.
Alternate phrasings to help with this include one I used in a comment to your question:
I received rave reviews for the many novels I released through a publishing company.
The novels I released through a publishing company received rave reviews.
Note that I am not very familiar with the UK usage of that and which, so I don't know how my above analysis would affect somebody who isn't used to the distinction made in the US.