I might have had to sneak up on it. It is not in the plane manager. This is the "Current Orientation" dialog found when you right click on the annotation. It is quite convoluted.
From what I can tell, you 1st make the annotation attached using any 3D annotation plane (not flat to screen).
You then right click on the annotation and select "Current Orientation" which will open the dialog in the video.
This pops the annotation to the origin of the part without a leader.
Then you have to re-attach the annotation and move it.
Problem is, the annotation is difficult to select (try the annotation tree) and very difficult to place.
I am on Creo 2.0 M040.