It doesn’t seem that this is possible through the modify record option. As far as I can see, there is only an option to add an internal update or to edit the description of the case. If this is correct I will list it as a bug.
Notes are separate modules, so you can’t add them by modifying the current record (in a Case workflow, the “current record” will be a Case).
Have you tried “Create a relationship” instead? This would be to create the link to a Notes record. I am not sure this option is available though.