Are your “Did you know?” points some kind of margin or side notes? I assume they will be quite “complex” with a title/heading (“Did you know?” to draw reader’s attention) and a few paragraphs with nice formatting. Then a Text Box is definitely not your friend, nor what you need.
Text Boxes are simple graphical decorations and they don’t really collaborate with main text. As graphical objects, the label you put inside must be fully manually formatted. No style can be applied.
On the contrary, frames create a full sub-document. As a sub-document, styles can be applied to inner text which greatly simplifies writing and guarantees consistency across you various notes.
Also, the frames can be controlled by a frame style guaranteeing that all your frames will be located the same relative to their anchoring object (mainly a paragraph). But, and this a serious caveat, you must drop any temptation to “fix” frame settings, including position, with the mouse. Frames are extremely, excessively, sensitive to direct formatting which immediately breaks frame style effectiveness. This makes frame styles very difficult to master. However, they are the only tool to achieve predictable and reliable behaviour after text edits.
I can’t but repeat my previous recommendation: read available documentation. Practice on scratch documents to become “fluent” in traditional styles (paragraph, character, page), prohibiting direct formatting, before tackling frame style pitfalls.
EDIT: here is a rudimentary example
AskLOMarginNotes.odt (52.5 KB)