Footnotes are only available if you insert a LaTeX snippet in your document.

To insert a footnote

Click Insert -> LaTeX in the toolbar
Insert your text, for example:
David Foster Wallace would use footnotes extensively\footnote{Wallace used a vocabulary of \textbf{20,584} unique words to write the \textbf{577,608}-word \textit{Infinite Jest}.}
Click outside of the LaTeX block

Your footnote should appear like this: