I would like to take the contents from Microsoft Word files and convert them into WordPress blog posts without losing the footnotes. I've tried many different methods but have not found a simple working solution to this basic issue. The ideal solution would automatically upload a Word file (or many files) to a WordPress blog and convert the footnotes to HTML anchors.
Wordpress Core does not support converting DOC files into posts. You might want to look at the range of importers that are available: Importing Content (Wordpress Codex).
However the concept to import text into one blog post looks like a refreshing new concept to wordpress, core does not support anything at all of that.
Basically if you can convert something into a HTML fragment, you can just copy/paste that HTML over into the HTML editor of the post.
HTML has nothing like footnotes, so the conversion will lack of that feature and can only simulate footnotes then.
I was attempting to do the same thing. I found cloudconvert which seems to do a nice job of this (no affiliation to me). It's not a drop-in solution but it is something that could work. They have a free tier of usage and reasonable prices beyond that.
You can also try just using the 'Save as HTML' from Word which gets pretty close.