Are any boxes appearing when you select the PDF option?
Have you already added the file/s to the Media Library?
Which browser are you using?
Are you using a popup blocker?
Content must be uploaded to the Library before it can be added to a layout. There are 2 methods for doing this:
Select the Library option in your CMS. You will see an option to Add media. Selecting this option will open a small box with 3 options. First select the Add Files button and navigate to the file you wish to upload. This will create a queued item to be added to the library. Once you have selected all of the files you wish to upload, select the Start Upload button. This will add the content to your library. You can then select Done when it has finished uploading the content.
Open the Layout you wish to modify in the Layouts section of your CMS. Double-Click on the region or select the Edit Timeline option from the drop down menu on the edge of the region you wish to edit. Select the Media type you wish to add. This will bring up an almost identical Upload Media bow as the one described in the previous method. From there you can repeat the steps for adding and then uploading the media to the Library.
If the media you wish to show has already been uploaded to your Library, follow method 2 above, the only difference is that you would select the View Library button instead of the adding media instructions. This will then open an Assign an item from the Library box. You will see a list of all of the currently uploaded media that you can select. In order to add it to the region, you will need to select the + button at the end of the items row. Remember that you must then save the selection by selecting the save button. You must also remember to select the Save order button in the region once the media has been added.
If these options are not appearing when these steps are followed, please let me know. It may also be helpful to include a screenshot so that I can further investigate.