Doesn't quite work this way.
There is a file upload facility for IMAGES (on the product add/edit screen) which the system then creates an ASSOCIATION with the product, but there is not a browser-based upload feature for general files of other resources.
I trust you know a bit of HTML.
I trust you know how to FTP...
When you add your product data, you must "toggle" to source code mode so you can see the actual HTML. The <> icon in the menu bar is the toggle switch.
Then, in the spot where you want it, you create a hyperlink:
HTML Code:
Please look at my <a href="pdf_files/my_first_pdf.pdf">First PDF file</a>
Then using FTP you would need to send that pdf file to the server, in the LOCATION you specified in the link path above.
In my case (above), I would have to FTP the pdf file to:
public_html/pdf_files/