Should a CV have footnotes containing links to proof of achievements?
When I look at someone's CV, I don't plan to verify the details. Often, I have a printout and am not close to a computer anyway. I just want to see the information. And the typical vita does not include links or other documentation, it just lists the information. 

So, adding footnotes to verify things would make your vita seem unusual, and I suspect it would make the document more cluttered as well. It could also have the unfortunate effect of making a reader wonder why you are trying so hard to give proof - perhaps you are compensating for something else? 

If the person reading the vita wants documentation, they will ask for it. Until then, don't worry about it.