A pdf is identical in behaviour as any other file one can upload. However, you need to be allowed as it is not a 'basic' file like jpg etc.
In system folder(server) in the hashed (numbrs) folder you can find the filetypes xml (in 0.7/v1) this was the filetypres_php).
You need to add pdf as allowed extension and save ( example displaying > zip,gz,jpg,jpeg,png,gif,xml,pdf) Make sure the size of pdf is correct OR change the maxupload too. Save. ..... ( no, not in admin possible...already enhancement talks)
Go in admin and check in list if it is present (so allowed) and size also is changed. All fine?
Treat the pdf like all others downloads you add.
(the file can be put by ftp in the import folder of system/hash/..latest: normally for batch uploads used) and treated in / or manual ( single/few) upload in media manager)