You don't need to use the Shared Files feature unless you want to control who can download the files or unless you want rudimentary version control on the files. If you're simply providing a link to a PDF, you can just upload it using the File Manager or the File Browser in the editor. If you upload something.pdf to /Data/sites/1/documents, your link would be "/Data/sites/1/documents/something.pdf". If you have a lot of files to upload at once, go to Administration > File Manager and click the "Alternate File Manager" link at the top. The alternate file manager allows multi-file uploads whereas the basic File Manager doesn't.
HTH,
Joe D.