This can't be done with footnotes using Word's built-in features. It's not
clear whether you're wanting these notes to be in a sidebar on every page or
just in the last column on the last page. If it's the latter, then you
*might* be able to accomplish it using endnotes. Conceivably you could even
accomplish it for each page with endnotes set to End of Section, but that
would require each page to be a section.
