If the annotation view is inserted into another drawing as an external reference (xref), the annotations too are brought along and displayed.
However, if you do not activate the annotation view, the annotations you add belong to the drawing and not to the annotations view. If the annotation view is inserted into another drawing as an xref, the annotations are not brought along
Apart from the additional step to activate the annotation view first, all other procedures are identical to how you would annotate any other geometry in AutoCAD Mechanical toolset.