Sky drive did not help. It is designed to embed a document into a site with a Sky Drive title included.
I am writing by editing my website pages. When I want to create an endnote, for lack of an easy method, I copy the last word or two from a sentence, paste that into a Word document, just the two words, Then I use "reference" in Word 12 to apply the endnote number and then copy the two words with the number, properly placed slightly above the text, and paste it back to my WP.com site. It transfers with a large number in brackets and blue rather than black. 
It would be better to just use the large number when writing on the website page. Word 12 does add the numbers sequentially which is a help.
I was going to experiment by writing in SkyDrive and than transfer to my site, but could not find a way to inject an endnote number prior to embedding the document in my site. (My plan was to erase the SkyDrive title afterward.)
I wonder if anyone has discovered a way to apply endnotes when writing in WP.com or .org. Someone in the world may have worked their way through this problem of using endnotes.
When searching Support for an answer, yesterday,I did find the problem was discussed, three years ago but did not find a solution.
(Member, conoverc, may have been listed as part of the discussion.)