In this case I would put the notes outside of and immediately following the table. I would put each note in a <Note> tag nested in a <P> tag.
Thank you for clarifying!
If you don't mind a follow-on question, do you know if screen readers somehow announce if the paragraph is a note? I am wondering how a table with many notes would work. If there are say 5 notes, how does the user know where the notes end and the main text starts again.
Screen readers are highly configurable and can announce and read notes or ignore notes - user preference. If there is a 1 to 1 relationship between reference and note, best practice is to disregard the physical placement of the note and put the <Note> tag as close as practical to the associated <Reference> without disrupting reading order. So, in the case of a table, a <Note> might go in a data cell rather that following the end of the table. If a note has multiple references, gonna be sub-optimal for assistive technology, no getting around it. Rumor has it the next version of PDF will do a better job of associating <Reference> and <Note>.