Well, from the arcgis.com map viewer we don't show map notes in the legend. We viewed map notes as annotation, not necessarily real features. Like you might draw an arrow to point at something and you really wouldn't want to show that arrow in the legend. If you choose one of the other layer types when creating features, these will show up in the legend.
However, as Rupert points out below, Explorer Online has a layer property that allows you to turn on the legend for the map notes layer. This option is not exposed in the arcgis.com map viewer (an inconsistency we should address).
Mike