Create some sort of object to click on (I prefer using an Action Button).
Right-click the object and click "Action Settings". Click the "Hyperlink
to" dropdown and select "Other file". Browse to and select the PDF file.
Another option is to use the "Run Program" feature instead (also under
"Action Settings" dialog box. The first option usually comes up with a
"opening files could contain viruses (blah, blah, blah)" message. The
latter usually bypasses that message.