I just found a possible work-around for the original question. It isn't elegant, but it may work.
In each of your section headings (ie, in the text, which are then used to generate the TOC automatically), add a tab and the page number. You have to type in the page number manually, and I'm pretty sure it doesn't pay to get too fancy with placement, adjusting tab stops, etc.
Now, if you refresh the TOC, you get the page number separated from the heading by a tab. (When I tried to adjust the tab stops in the TOC, I got various errors.)
If you don't want the page numbers to appear next to the headings in the body of the document, highlight them there and change the text color to the background color of the document (usually white). The numbers are still there, and will still show up in the TOC, but you can't see them elsewhere.
Unfortunately, the page numbers won't flow as you edit the document, so do this just before final publication.
Again, not elegant -- not in appearance or in process -- but if you must have physical page numbers in a printed document, it should do the trick.
I don't think there is a way to turn off the highlighting and still leave the comments as shown in your example pic. However, there are a few alternatives that may work for you. First is that you can mark comments as resolved. This will remove the highlighting, but will also hide the comment. You can show the resolved comments along with all other comments and any discussion history from them by clicking the Comments button in the upper-right part of the screen.
This Comments button also provides another possibility, which is that you can leave comments without highlighting text. At the top of the Comments pane is the option to create a new comment. This comment will appear without an associated text, so it will not highlight anything on the page. The downfall again is that it does not appear on the side as shown in your example, but instead it is limited to displaying only when the comments pane is visible (i.e., you pressed the Comments button).
Best Answer
This isn't possible, however there is a work around - use a drawing.
Insert -> Drawing
In the drawing, create a text box or shape (if you would like the box to have a background), add the text. To add text to a shape, just double click it.
When you are finished, save and close. Then select the image and select Wrap Text.
The only draw back is that the text box will not be split between two pages if it happens to fall on a page break.