Media Manager: Log into the backend of your website, and navigate to the Media Manager. Browse for your file. Make sure your filename does not have any spaces, and then upload your file. Note the name of your document... you'll need this in a minute. Upload your document. Open an article, and highlight some text. Click the link icon. Type in the full address for your site (Example: http://www.yourwebsite.com/). At the end, add "images/" and then add the name of your document. Click Insert and save your changes.
JCE Link Manager: Install the JCE Editor and set it as your default editor in your Global Configuration. Open an article in the article manager. Highlight some text. Click the link icon in the editor. In the upper right-hand corner, select the file browser. Upload your PDF. Click your PDF and click insert.
Attachments Component: Install the Attachments Manager. Open an article that needs a PDF document. At the bottom of the editor area, click the "Add Attachment" button. Browse for your document on your computer. Give your document a title and description if you need it. Click Upload. Make sure to go into the Attachment Component options and set your attachments to publish automatically and set its default access level to "Public".
DocMan Component: This is a more robust solution than the first two options, and creates a document library. Install the DocMan Component (you'll also need to install the ExtMan component). Open the component. If you haven't done it already, create a new category for your documents. Then create a new document. Give it a title, browse to your document (and upload it to your server if needed), and give it a description and a thumbnail. In your menu manager, choose a menu. Add a new menu item. Select a Docman menu item type. Link to your category or to a specific document.
FileMan Component: Install the FileMan Compontent. Navigate to the menu manager, and select a menu that should contain a link to a PDF. Create a new menu item, and select the Fileman menu item type. Select "Direct Link to File". Upload your file if you haven't already, select it from the list, and then click "Insert". Save your menu item. You can also use FileMan to link to a whole list of files, either as a gallery or in a table layout.