Book publishers (and page layout programs) can do things that Word cannot.

Chapter title appear in the heading (header?): See StyleRef Field.

Chapter headings - mark on side: Assuming your printer will print to the edge of the paper (many will not), you could use a textbox with a StyleRef field on the side of the page in the first-page header. You would need to start a new section for each chapter.

Footnotes on side - Word provides for footnotes at the bottom of the page or at he end. A note like the one you show could be done with a textbox, but would not be part of the footnotes procedure.