In the iPad application, it is possible to attach notes directly to annotations (e.g., highlights, handwriting, etc.) by clicking on the annotation and then clicking on the "Note..." option in the pop-up menu. However, these notes are not viewable in Papership for Mac, Preview, or Skim on OS X. If I create a note annotation (i.e, I don't attach it to another annotation type), then I can see my note in all of the previous OS XPDF applications.
Conversely, if I create an annotation in Preview on OS X and attach a note to it, I can see that annotation and note in Papership on iOS.
NOTE: As a last resort, I was able to view notes attached to annotations in Adobe Reader for Mac, but when sending annotated documents to others, I can't always ask them to install Adobe Reader.
If you right-click on the highlight in paperShip for Mac, and then select "Add Note", you'll see the linked note.