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It sounds like you may not have built the footnotes when you imported. Either reimport the ROOTS III file (and use the direct R3 Import rather than GEDCOM) and be sure to check the option to build the footnotes when you import.
If you don't want to reimport the data, make a current backup of the project and library files and then from the Utilities menu, choose Project and then Check. In the Check window, select the option to Rebuild Footnotes. Once the footnotes are built, you'll get the superscript number and the footnotes in the report.