Inserting footers and headers in Microsoft PowerPoint 2007 is easily managed from the toolbar, but inserting individual footnotes is not quite so intuitive. However, it is simple.
Open the slide in question in the PowerPoint Edit window.
Select the "text-box" icon from the PowerPoint toolbar by clicking on it once, and then place your cursor at the bottom of the slide to position your footnote, and click again.
Type the number (or symbol) of the footnote and then the footnote itself in the text box. Select the number, go to the font format section of the toolbar and open it completely by clicking on the tiny arrow in the lower-right corner. Check the box next to "superscript" to lift the footnote number to its proper position.
Select the entire footnote and format it to the size and font that you wish.
A footnote that should show up on every slide is considered a footer, and would be inserted using the Header and Footer toolbar. Remember to place the matching footnote number or symbol in the appropriate position in the body of your text, also "superscript-ed".