Thanks for mirroring this! This was only published on an old CD for the '93 Hugo winners, and I had a devil of a time trying to find a copy (inter-library-loan, etc) before realizing someone had archived it on archive.org. It is indeed well worth the time spent if you're a fan of Fire.
The annotations are there in the RTF files, but there is something quirky about the format of those RTF files - perhaps they predate standardization or something. If you open one of the RTFs in a straight text editor like emacs or vi, you'll see them. There was a bit of discussion around this here, a few years ago, when this version was re-released [1]