If you select text in ADE and right click you can choose 'highlight' or 'add note to text'
It will appear in the left pane under 'Bookmarks'; the left pane can be toggled on/off using ctrl-T while in reading mode (cmd-T on Mac)
If you want to do it on an ereader device, it depends on the device.
I think the notes are transferred with the book to a device, but not sure.
Looks like you have the older, more reliable v1.7.2. I suggest you stay with it.
(V2.0 came out over two years ago, and V2.0.1 is the current version, but both are riddled with bugs)
in v1.7.2, swipe an area of text and use ctrl-B to add a marginal note, or just leave the note itself blank to get a highlight.
Or swipe text and use the 'Create Bookmark' icon with the red strip down in (near top right).
Odd. It will be cmd-B on a Mac, apart from that I don't see why it wouldn't work.
Can you confirm under 'Library/About Digital Editions' or 'Reading/About Digital Editions' which version of ADE you have?