What version of Camtasia are you using? If you installed Camtasia 2018 and had previously had Camtasia 3 installed, Camtasia 2018 will use your Camtasia 3 assets. If you had deleted some of those, they won't be in Camtasia 2018. If you had added some they would be there as well.
Regardless, you can right click in the annotation area and choose the 'Restore Default Callouts' option to add the callouts back if they have somehow been removed.