Can I use {contact.checksum} in membership confirmation receipt
You can include token in any message template. The system workflow message template doesn't show editor hence you will need to add content in html format. But the normal message template does show ckeditor, if you want to provide a link to a text you can click on button  on ck editor option bar and add url with contact check sum.

Regarding Thankyou footer, its not possible to add tokens as CiviCRM doesn't support it at the moment, however you can certainly achieve this by implementing preProcess() or buildform() hook via extension/plugin/module.