If you only need occasional margin notes, create a text box and drag it to the margin.
If you need margin notes on every page, you could format the document into multiple columns, making the margins in essence, narrow columns. Obviously, not the most elegant solution, because you'd have to force text into the middle (wide) column, and it wouldn't reformat easily when editing.
Be sure to test with your printer to ensure that the full note will print. Most of my printers force a 0.2" to 0.3" non-printing area on letter-size paper.