is there in Ctx something like \todo command, provided by LaTeX via todo package (http://mirror.ctan.org/macros/latex/contrib/todo/todo.pdf)?

Enumeration can do most of what you're after.

\setupinteraction[state=start]

\defineenumeration[todo][list=todolist,title=yes, listtext={Todo }, before=\startframedtext, after=\stopframedtext]

\starttext

\placelist[enumeration:todolist][width=8em,criterium=all, alternative=c]

\page
\input tufte

\starttodo[]{You must remember this.}
You can add details about what to remember here.
\stoptodo

\page

\starttodo[]{Unforgettable.}
\stoptodo

\input knuth

\todo[]{Important things.}{}

\stoptext


You might be able to get the final list at the end using blocks.

cu
Glen