I've opened it in Sigil and got a whole list of warnings saying "
Cannot perform HTML updates since the file is not well formed:". So something is wrong...
Here's a paragraph from the first chapter (in the html structure, not the first chapter of the book). I think it already contains a footnote.
<p class="EB03BodyTextIndented" id="the00194">SIR,</p>
<p class="EB01BodyTextLineSpace" id="the00195">Never poor Wight of a Dedicator had less hopes from his Dedication, than I have from this of mine; for it is written in a bye corner<sup class="EBsup"><a href="chapter002_notes.xhtml#en-ch02-002-2" id="ent-ch02-002-2">2</a></sup> of the kingdom, and in a retired thatch’d house, where I live in a constant endeavour to fence against the infirmities of ill health,<sup class="EBsup"><a href="chapter002_notes.xhtml#en-ch02-003-3" id="ent-ch02-003-3">3</a></sup> and other evils of life, by mirth; being firmly persuaded that every time a man smiles,—but much more so, when he laughs, that it adds something to this Fragment of Life.</p>