You've come across a problem with Pages but, as with everything, there's a workaround - it's ugly, but it works just fine!!
There's no facility *in* Pages to insert or edit footnotes, but Pages can *display* them. So I have a very ugly workaround.
I keep a 'spare' document in the 'My Documents' area of Pages that I created in MS Word that contains things such as a footnote and superscripts and subscripts. Pages displays these OK but, as I've said, it doesn't have a way to create them.
If I'm working on a document and I need to insert a superscript, subscript or footnote I simply copy and paste it from this 'spare' document. Once you've got, say, the superscript or footnote into Pages you can place the cursor and edit it with no problem at all.
In fact, for example, when you're using superscripts you need to place the superscript from the 'spare' document in the middle of some regularly formatted text because otherwise you can't get back from superscript to normal text mode.
OK - I've not explained this too well, but give it a try. You can copy and paste superscripts, subscripts, footnotes and other things (symbols that are not available) from this spare document. You only need an example of text in superscript, subscript or footnote because, once you've inserted it into your actual document, you can edit it to be what you want it to.
It's ugly, like most workarounds - but it's effective...
Have fun and get back to me if you have any further problems.
Tim
Scotland