It is possible to add a .pdf to your campaign.
First, the PDF needs to be imported just like you would do for an image.
Click in an image content section, click on Change image, upload your PDF and exit the library. The PDF are not visible in the library.
Then, highlight the text, add a link, change URL for File manager and you will be able to access the PDF within the library.
Save and voilà!
Here is a quick video to show you the details: