If you want to change the format of the footnote reference, modify the Footnote Reference Style. That way, you don't need any code to loop through them.
That said, if you have some other reason for looping through them, you might use code like:
Code:
Dim FtNt As Footnote
For Each FtNt In ActiveDocument.Footnotes
With FtNt.Reference
'Do stuff
End With
Next