I've searched and tried but haven't been able to add notes to art boards. I think it can be a valuable tool as I find myself frequently jotting down ideas using notes. It would be nice to have a notepad for each artboard within XD.
There is currently no official feature for attaching notes in XD's design view. Personally, I usually just drop a text object next to the artboard and write my notes there. I know that's not always ideal though -- if you're looking for something more, please upvote Annotations in design mode – Adobe XD Feedback and add a comment describing how you'd like it to work!
You can add comments to shared prototypes on the web, though. This feature is great for gathering feedback from stakeholders, since anyone you share the prototype with can add comments. Read more details here: November Update of Adobe Experience Design CC (Beta) .
Hope that helps!