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To do what you want, use Manage | Database | Fields to define a field of type Container. Add this field to your layout if it does not appear on it automatically. (Enter layout mode and use the field tool).
In browse mode, click on this field or tab into and select Insert File from the Insert menu. This enables you to either insert a physical copy of the file or a reference to the file. If you click the check box in the insert file dialog labeled "store by reference", you insert a reference to the file. On a mac, you'll now see the first page of the PDF in the container field. On windows systems, you'll see a file shortcut icon. If you inserted the file by reference, you can open the PDF by double clicking the field. If you inserted a copy, you can click in the field and use export field contents in the Edit menu to export and open a copy of the file.
Container fields would be a good thing to look up in FileMaker help in order to learn more about this.
Also, there are ways to use a web viewer to display the contents of a PDF file inside your database, though that is much more complicated to set up correctly.
Feel free to ask more questions if some part of this is still not clear to you.