Just about all modern digital cameras automatically capture EXIF metadata in the image files they record; I can't think of a camera that doesn't. This EXIF data includes date & time of capture, camera model number, and most importantly, exposure settings — aperture, shutter speed, and ISO.

There are a few cases where this can't be captured, but for most users, these case don't pop up often. These usually involve using very old or adapted lenses whose aperture cannot be controlled by the camera body, or when using "dumb" (no electrical contacts) extension tubes or bellows between the camera and lens. In these cases, the camera cannot record aperture setting information, so you would need to take exposure notes for those images, and edit them into the image files' EXIF data after you move them to your computer.

There are several programs that can edit EXIF metadata. I suggest starting with searching this very Stack Exchange for the words edit EXIF for several questions and answers regarding editing EXIF metadata.