Can I add a PDF on my site?

You can add a PDF if you like. Though it is not trivial, you can do it. You have to do it in several steps:
1) Goto add Content, select to create Advanced Content and add the following html code:

<object type="application/pdf" data="FILENAME" width="500" height="650" ></object>

and of course save.
2) Go to add content, and choose to add to the page, "Online Reports."
3) Select to hide this content.
4) In the new content box that is created, click to Add/Edit Online Reports ... and then browse and select the pdf you want to upload.
5) After the upload completes, copy the information from the "Url" column for the pdf you just uploaded.
6) Go back to the original content box you created and replace the word FILENAME with the Url you just saved.

Note, if you have several PDFs for the site, you can upload them all in the same hidden Online Report list and use them all over the site to display the PDF files.

Though it is a bit of an effort, maybe it is better than converting the PDF to jpg images.
 
(If you would rather add a pop-up PDF to your site, see blog article: http://www.point2pros.com/content/how-can-i-add-popup-pdf-my-point-2-site)