Lagoldberg8397,
If you are talking about notes to the financial statements, not simply a few little footnotes, you should consider iWork as a suite of applications that work together. Spreadsheets are spreadsheets, they are meant to have tables and charts, not a lot of text. Pages is probably the better choice for the final document if these are financial statements with an actual set of "notes to the financial statements".
You can create your financial tables in Numbers and the notes in Pages then copy/paste the financial tables to Pages. That way the footnotes can flow across pages. The tables must be sized to fit correctly on the page or else they will get reformatted when pasted into Pages.
Alternatively, if you want the final document to be in Numbers, you can create the notes in Pages, copy them, then paste to the Numbers canvas and you'll get a text box. I would recommend copying the notes in sections so that each time you paste into Numbers you create a text box that will fit on a page.