There are a few ways.
2. Attach the document by using copy on the image, spreadsheet, or other document, and right clicking on the SW file and "Paste as Reference"
Then the attachments appear in the Contains tab (and can even appear in the BOM tab)
NOTE: #2 will not appear in the property pages or feature manager tree inside SW.
We actually sell a tool that does #2 called Attach References Tool but doing this manually also works.
Add it to the Design Binder in the feature tree. If you don't see the Design Binder in your feature tree, turn it on by right clicking the top of the tree and selecting 'Hidden Tree Items' and then select 'Hide/Show Tree Items'.