How do I link to a document (PDF, Word, etc) in the WP Editor?

This is a two step process.

First, you need to get the file URL. Click the “insert media” buttons (any of them will do, they all open the media library), find the media you want to attach, and click “show”. Under the Link URL field click “File URL”. Copy this URL.

Next, highlight the text you want linked and select the hyperlink icon. Paste the file URL copied in step 1 and click “insert”!