When adding a footer or header (group footer or overall/list page footers) it's created as a single Data Item cell. It's impossible to add any Insertable Objects into the footer/header and I'm not seeing any way to split the cell/add more cells from the right click menu or the Properties of the cell.
How can I split a footer or header into multiple Cells in Cognos?
To split a footer or header you need to select the footer/header and then go into the Structure menu, under the Headers & Footers submenu and select Split List Row Cell.
Here's the location of the menu in Cognos 8:
You can now change the data/text/whatever item in each individual cell for each header or footer.
Note splitting will split your footer into one cell per list item in the report; if you have 4 list items, you'll get 4 cells. You can Ctrl+click to select multiple footer cells, then use Merge List Row Cells from that same menu to merge cells, leaving you with exactly the amount of cells you want.
I found this out and some more info on headers & footers from IBM's documentation.