Popup footnotes are not a feature of epub, but of reading software. View the epub in calibre's viewer for example and the footnotes will popup. Or convert to azw3 and view the result on a Kindle and again the footnotes will popup.
If you are referring to the epub:type annotations on footnotes that are used by some epub reading software (such as iBooks) then those are an epub 3.0 feature and as such not supported by calibre. You can always insert them manually using the calibre ebook editor after conversion.
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