It is not possible inside a table, you have to do it manually without the footnote function.
I do it by creating the footnote just outside the table - this preserves the footnote appearing at the bottom of the page.
Change the Fill Colour of the footnote to None and make it about 1pt.
You can then put a Superscript number inside the table to represent the footnote.
It's a bit messy - but footnotes have not been updated in InDesign since CS2.
Eugene Tyson wrote:
... footnotes have not been updated in InDesign since CS2.
(Add to the list: "Improve Footnotes for CS6 Rally 2012")
Maybe it will be one of those promised "background" updates for CC. All you have to do is subscribe to CC, and wait.