To make a simple citation or footnote, simply add a "superscript" that also includes a link like this.1 The "superscript" button is visible on the editing toolbar, it looks like this:
Alternatively, you can use the "source" button to edit raw HTML and use these tags:
<sup>1</sup>
which may look something like this in the end:
<sup><a href="http://en.wikipedia.org/">1</a></sup>