I guess it might differ, depending on what version of PowerPoint the instructor
is used to and what version you are using. But I would guess that the
instructor might have in mind that you add a comment in PowerPoint 2002. That
is done by going to Insert > Comment. You can then use Insert > Duplicate
slide and then right click on the comment and select Delete. If your instructor
is using PowerPoint 2002 I'd suggest you use this method for the assignment.
In PowerPoint 2003 annotation is used to refer to the writing and notes you can
add with the "pen" to a slide during Slide Show mode. Those can be saved when
you exit the slide show and they appear as drawing objects on your slide. If
you duplicate the slide the annotation is also duplicated. If your instructor
is using PowerPoint 2003 I'd suggest you use this method for the assignment, but
you will also have to use PowerPoint 2003.
Note: If you're not sure what to do, ask the instructor. They don't always
seem to realize that there are significant differences between versions of
PowerPoint and that students may not have the same version that they are using.