Thanks to @alwayslockyourbike who pointed out this macro to me, which can be used to convert double square brackets into footnotes in MS Word. I tested it and it is a great workaround and functional way to create annotations from CafeTran.
This is a necessity for doing academic translation work. CafeTran has been a particularly platform for my academic workflow because it has the File -> Export -> "Export Current Document with Notes", so I can make precisely placed footnotes among the segments with double square brackets but also leave the CafeTran's "notes" feature separate for not-to-be-published editorial comments. So here is my basic workflow: