Check out the document you want to carry the attachment. Right click "copy" the attachement, and paste as reference on the document you have checked out.
Check the file in. You'll see your new file on the contains tab, and the BOM tab if you selected "show in BOM"
Yep, as Corey said.
You can also add them to the design binder folder that is in the feature manager. The one thing we've noticed when doing this is the file size grows quite a bit with it. We had a 64mb part model grow to over 200mb when we started adding PDF files that were less than 1mb in size.
Thanks all for your responses. Both methods worked great. Will probably go with Corey's solution as it shows up in the BOM so PDME viewers can easlily see the referenced document.