Once that screen opens, you will click on Documents on the left.

Now you can either select your PDF if you already have them uploaded, or click on Upload to put your PDF files on your site.

Click on Browse to find your PDF file or document.  Once you have your file selected, click on Upload.

Next, check the box next to your PDF, change Open in: Same Window to New Window, and then click on Insert.

You will see the text you Hi-lighted will now be a link.  Click Save Content and your PDF is now linked up!