You can add PDF files as help files to UE/UES with Help - Add Help Files. But the help files are globally available and not per project.
Of course it is possible to add PDF files to a project. But double clicking on a PDF file on Project tab results by default in opening the PDF file in hex edit mode in UE/UES. But you can workaround this behavior. Create a user tool via Advanced - Tool Configuration with following settings:
Menu item name: Open PDF
Command line: "full name of PDF reader" "%f"
Working directory: let it empty
Toolbar bitmap/icon (file path): let it empty or specify full name of a *.bmp or *.ico file containing a PDF icon
Program Type: Windows program
Save active file: unchecked
Save all files first: unchecked
Command output (DOS Commands): Append to existing
Show DOS box: unchecked
Capture output: unchecked
Replace selected text with: No replace
Next use Macro - Delete All to delete all currently loaded macros from RAM if there are any loaded. Then click on Macro - Edit Macro.
In the macro editor click on button New Macro. Use as name CheckFileExt and uncheck the 2 macro properties below the name. Press OK. Back in the macro editor, replace the 3 commands by following code:
RunTool "Open PDF"
Close the macro editor with button Close. The compare of "pdf" with file extension of the file is done not case-sensitive. The name of the user tool is case-sensitive.
Use Macro - Save All to save the macro into a macro file with name OnFileLoad.mac.
Open Macro - Set Macro for File Load/Save. Browse to macro file OnFileLoad.mac. Enter on Macro name to run on load the macro name CheckFileExt and enter 1 for # of times. Close the dialog with OK.
Now when you open a PDF file in UE/UES, it is automatically opened in your PDF reader too. After switching back to UE/UES you have to press Ctrl+F4 to close the PDF file opened in hex edit mode.
Do not use command CloseFile NoSave in the macro below command RunTool "Open PDF". This results frequently in crashes of UE/UES as I found out on testing what I have written here. It looks like the IDM developers has not taken into account that a macro executed on every file load closes the file as this is an action which is definitely not what can be expected for a macro on file load.