I assume that by "intersheet" reference" you mean the sheet/zoning information attached to what we call Links (AKA Page Connectors) in DxDesigner. Links can be defined in the Special Components section of the Settings. Remember that Links in DxDesigner are dynamic so you can jump between them through the Alt+Click mouse operation. Annotations can be added to the Links as specified in the Project>Boards>Annotations Settings section (Setup>Settings) through the Tools>Update Other Objects... command when Annotations option is checked. The update is not dynamic and this command must be re-executed after schematic modifications.
I hope it answers your question.
I've converted a 138 mult-level hierarchical design to EE7.9.2 update 2 and it still does not really work. Only for the top flat 11 sheets.
I've set up up my LINKS and 'update other objects'.
When will DxD support hierarchical designs?