I place pdf's, jpgs, and other kinds successfully all the time, but always into a container field (global if I want the same image to appear in every record, like a letter head. I believe I have also used Illustrator .eps vector files as well, but not as often.
File menu>>Insert>>Picture and navigate to the file with the container field selected when you do this. Pay attention to the selection of storing only a link to the file to save file size. Depends how the image is accessed, who is sharing the file, etc.
One thing I've noticed, though - placement of a pdf into a container (eg-a form created in another program with fields place on top of it to display data) prints soft and unsharp in Windows, but prints beautifully on the Mac, don't know why.
Why is it that Adobe Illustrator and EPS files show up as being a viable image types when inserting a picture into a layout, but fail every single time to actually be inserted, no matter what version? AI and EPS files have been around forever, yet release after release, you still cannot manage to support them? Must everything in a layout be rasterized? These two formats are industry standards.