Unfortunately no way to type a note on an audio clip. Pencil and paper is the option.
To play individual clips, you select the one that you want to play and mute the others.
Another way is to play the clips in the media browser. Under the Project Media item at the top of the side bar you will see the name of your project. Click on the name of your project and all the clips that are or may be used in the project, including the audio clips, will be displayed in the media browser. Then click on the information button, the circle with the "i" in it in the tool bar at the upper right of your screen. Then click on an audio clip in the media browser. The name of the clip will appear just above the preview screen. You can play the audio clip from the browser screen by clicking on the play triangle below the preview screen. Click and play the audio clips and chose the one that you want to use.
-- Rich