This is a problem that rears its head quite frequently, so I decided to look into this the other day. Clients often get confused when trying to add PDFs (or any files other than images really) to their Joomla websites. The official take on this is to use the media manager to upload the file, then just link to it. This works fine, but it's the "just link to it" that poses a problem for some. It's unlikely that the average person would know that to link to the file they've uploaded, they need to use (by default) images/myfile as their link.
After a bit of research, it looks like the best solution for this is to install an alternative editor to replace TinyMCE. JCK Editor seems to do the job nicely, and provides several other editor enhancements as well.