To get to the 'Player Notes' tool settings and the folder where your notes are saved, choose:
Settings → Gameplay → Player Notes
To take new notes or edit existing notes on other players, press 'Edit Player Notes'.
In the editing window, you will have the following options:
To save your changes successfully, press 'Close' and exit the software by pressing the 'X' on the top right.
If the software crashes before you close and exit, it won't save new notes or any changes to notes.