Select Insert Text Box or Insert Data Comment from your Comments menu. Drag the text box or data comment to the desired location. Modify the text and format it as you wish through the Format tab of your Chart Toolbox.
The formatting options for your text boxes and data comments can be found within the "Comment Text Formatting" accordion.
What is the difference between a text box and a data comment? The difference between a text box and a data comment is that a data comment is attached to a specific data point. This is particularly useful when you enable the slider because when chart viewers customize their view, your data comment will stay with the data point it refers to.