How do you introduce footnotes in a comic book? Let's say one of the characters play with an electrical toy inside a bathtub filled with water. How do you add the phrase "This is dangerous. Do not attempt this at home." with a star. I've never seen it done in a comic book, so I am not sure how to do this and format this in a proper way.
American comics, especially more traditional comics (e.g. those published by the big guys, Marvel and DC) use what are called editor's notes.
These are typically drawn as straight-sided word balloons, often appearing on the bottom of a page or a panel, but you'll find them other places as well; whatever fits the layout. They may or may not include the text "editor's note", or the name of the editor.
Here are some examples from published DC comics:
Comics that aren't published by DC and Marvel don't typically have editors, but you'll still find "editor's notes" in them.
I've also seen these kind of footnotes in Japanese comics, though possibly less frequently. One manga I can clearly recall having a lot of footnotes is Appleseed. Here's one example:
You'll see there that the note is not in a straight-sided word balloon, it's just written in the panel gutter.