How to do this depends on whether you want the chart footer to be visible on the PowerPoint slide. If not, then using VBA to automatically add the path to the chart's footer is the way to go, since you can then paste the chart as an embedded Excel object and the header/footer information is embedded as part of the Excel object.
But if you want the "footer" to be visible on the PowerPoint slide, then you must simulate a footer using a drawing object (Textbox Shape) which VBA code can automatically insert the path into. This has the advantage that the chart can be pasted as an embedded object, a picture object, or as an enhanced metafile (which gives the best graphic quality and the smallest embedded object file size). The latter two object types require using Paste Special.
Let us know whether you want a visible or invisible footer, and we'll help you with the VBA code.