why can't I choose to add footnotes to my document?

Do you a Word processing or a Page Layout document? The latter will not create any footnotes. The former will if you have the insertion point blinking in the text layer.

Won't let you click on what?

You click where you want the footnote in the text:

Menu > Insert > Footnote

A numbered footnote then appears at the end of the page, section or document depending on your settings.

Peter