In linear RTF, a footnote is created. Whether this appears at the end of the section or the bottom of the page appears to depend on the current document style, at least for MS Word 6.0 for Windows. The default seems to be to put the footnotes at the end of the section, which is probably not the best assumption.
In WinHelp RTF, a bracketed number is generated for the footnote and the footnote becomes a popup topic. It is probably preferable to change footnote commands to footnotepopupfootnotepopup, or poprefpopref references to glossary entries.
This command is not supported for formats other than LATEX, linear RTF and WinHelp RTF.