The theme does not in any way change the default WordPress way of inserting links. Here is how you can insert a link to a PDF:
Go to ‘Media’ in the Admin Panel and add a file from your computer. See screenshot:
After it has been uploaded click ‘Edit’ and copy the URL of the file (from the box on the right):
Now go to the post/page you want to link to the PDF from. Type the link text, select it and click the ‘Insert/Edit Link’ button in the post editor (it has a chain on it). Paste the url of the PDF:
If you are inserting a link to a PDF that is on a third-party URL, the procedure is the same except you don’t upload the file to your ‘Media’ — you just copy the URL and insert it as shown in the last screenshot.