Misunderstanding \footnote

[Kevin Cole]

I am once again dipping my foot in the shallow end of the LilyPond.

I added a footnote to the title. It puts the superscript "*" at the end,
but then the footnote never appears anywhere.  What am I missing? (This
isn't for a book or anything fancy like that. And, initially I tried it
without \concat as just a single very long line, to the same effect.)

\header {
  title = \markup {
    "The Song of the Heather"
    \footnote "*" \concat {
      "* This song has been translated by the leading Irish,"
      " Scotch Gaelic, Manx, Welsh, Breton, and Cornish poets"
      " into their native languages for singing in each Celtic"
      " country and at Pan-Celtic Festivals."
    }
  }
}

\score {
  ...
}