Fermer les yeux et les rouvrir !!
[réservé aux Jedis !]
No, InDesign doesn't support table footnotes yet.
(Obi-wan is likely working on a super-cool workaround to address this for you, but I'll give you my two cents while you are waiting.)
I simply ask my clients to add superscript letters in the table, and to provide the table footnotes themselves as a separate file(s), which I number a-z. I then place the footnotes under the table manually. This system adheres to the formatting specified by typical style guides.
Word, of course, doesn't differentiate between footnotes in the text or a a table, and runs them consecutively as numbers. InDesign doesn't know what to do with that.