Annotations for recorded flights are kept in one of the vessel's .atc file, usually the vessel that has focus at the beginning of the recording. For instance, the annotations for the Home Direct tutorial are kept in the Flights/Home Direct/GL-01.atc file. This file can be viewed in any text editor such as Notepad, but you'll have to sift through a lot of Engine and animation instructions. They usually aren't that hard to find, just use the "find" and "find next" options and look for the word NOTE.