The best way that I have found is to create a text box with no border in the margin, and type in it. Or are you talking about making comments in the margin? That would be done by using mark-ups.
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Change margins in your document to change the layout and make sure everything fits. Select Layout > Margins.
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Try it!
Select Layout > Margins.
Select Custom Margins.
In Margins, use the Up and Down arrows to enter the values you want.
Select OK when done.
On Page Layout tab click on Margins and choose from presets or scroll down to Custom Margins..and set up manually.