This is what I have so far, and it works as far as linking the footnotes, but how should I process the HTML?
.............
$docx = new CreateDocx();
$mytext     = 'The quick <em>brown fox</em>[fn] jumped over the lazy <strong>sleeping dog</strong>.[fn]  And the story continues...';
$footnotes  = 'footnote for the italicized brown fox~~footnote for the bolded sleeping dog~~';
$artext = explode('[fn]', $mytext);
$arfoot = explode('~~', $footnotes);
$text = array();
for ($ni=0;$ni<sizeof($artext);$ni++) {
    if($arfoot[$ni]!=''){
        $tmp = new WordFragment($docx, 'document');
        $tmp->addFootnote(
            array(
                'textDocument' => $artext[$ni],
                'textFootnote' => $arfoot[$ni],
            )
        );
    }else{
        $tmp = array('text' => $artext[$ni]);
    }
                $text[] = $tmp;
}
$docx->addText($text);
$docx->createDocxAndDownload('mySample');Thanks.