sorry for the delay, but at least now I know
If you go to the key assignment in the settings, you can pick one button to £enter links mode". In my case, I use the "hold OK button". Now that is the key to use for links. Once in your document, you press it and you can move between the footnote and its content. In coolreader, an arrow appears, pointing right if you need to go to teh footnote, and pointing left when you wnat to go back to the text - once you are in "links mode" you can use the joystick to move about the notes. In Adobereader, you have to inovke the links mode both when going to a note and when going back to the text, and again use the cursor to mvoe about and select the note you want. With Fbreader I could not make it work, don't know why. This is in the case of EPUB files, but should work similarly with pdf files.