Your question is actually about two things: How to produce a footnote, and how to embed a citation to a reference (here: an URL) into such a note.
Footnotes are produced with the standard LaTeX command \footnote{<Some text>}
. LaTeX will add a superscript number at the position in the running text where you used \footnote
, and will add the same number plus <Some text>
at the bottom of the page. It will also add a rule to separate the actual notes from the running text.
To embed a citation into a footnote, you could simply write the appropriate text in the argument of \footnote
. Another way that is suitable if you have a lot of references is to write them into a separate data file (in a special format called .bib
) and to use specialized LaTeX packages (e.g., biblatex
) to extract the data and integrate them into your main document -- e.g., in the form of footnotes.
In the following example, I'm using a data file called myreferences.bib
that contains a data entry for the very question you asked -- the title, the year, and the URL. The entry is of the type @online
and has the key foo12
(you could call it however you want). In your .tex
file (and with the help of the biblatex
package), I use the command \footcite{foo12}
which will produce a footnote reference to your question. (Because I chose style=verbose
, the full data will be printed; other styles would produce only an excerpt.) The \printbibliography
command is used to produce the full data of all referenced entries at the end of the document.
EDIT: One more (still fairly basic) thing: The example must be compiled not only with (pdf)LaTeX, but with (pdf)LaTeX -- biber -- (pdf)LaTeX. Most editors suitable for LaTeX will offer automatic ways to do the necessary compilation steps.
\documentclass{article}
\usepackage[style=verbose]{biblatex}
\usepackage{filecontents}% to embed the file `myreferences.bib` in your `.tex` file
\begin{filecontents}{myreferences.bib}
@online{foo12,
year = {2012},
title = {footnote-reference-using-european-system},
url = {http://tex.stackexchange.com/questions/69716/footnote-reference-using-european-system},
}
\end{filecontents}
% File is created and written to disk by the above package
\addbibresource{myreferences.bib}
\begin{document}
\null\vfill% to make the text height smaller for the example
\section{First section}
Some text.\footnote{Some text in a footnote.} Some more text.\footcite{foo12}
\printbibliography
\end{document}

\footnote
command:text text\footnote{the footnote text}
.