I think you can't add footnotes to certain fields. Like, if you are creating your own family tree and an aunt says "Our deceased great-grandfather was born at April 11th, 1918" and your dad says "No, he was born at August 11, 1919" you can't put a footnote on the field "Birth date".
What you can do, however, is to go to "Biography". There you can stuff like "Birth Place", "Profession", "Interests" and so on. Below all the given options is a button "+ Add custom family field" which creates a new field in the "Biography" section that you could title "Footnotes" and add everything you'd like to annotate.
Hope that was helpful!