By default revtex places footnotes in the bibliography (see e.g. How to refer to same footnote twice in REVTeX?How to refer to same footnote twice in REVTeX?) - in order to make them appear you therefore need to run bibtex in the normal fashion (even if you have no actual citations and no proper bibliography) as described in Question mark or bold citation key instead of citation numberQuestion mark or bold citation key instead of citation number.
Alternatively you can disable the normal behaviour of revtex by using the class option nofootinbib. Apply this class option and you should be able to simply run latex repeatedly to generate a standard bottom of page footnote.
