If all you want is a means to Find numbers, you can use a wildcard Find for:
[0-9]{1,}
You don't need a macro for this; the only thing a macro might add to the process is the ability to not stop at a number that is lower than the last one found. However, given that a document can contain more than one reference to the same footnote, and the numbering therefore won't be sequential, that's not much use.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]