1) Upload the document via "Media" area in the Wordpress Dashboard.
2) Take a note of "File URL".
2.1) You can always find it by going to Media then clicking on the document in question. There, on the right pane, you will see: File URL: http://your-website.tld/wp-content/uploads/2012/12/document.pdf .
3) Copy this URL starting after "http://your-website.tld" such that it looks like "/wp-content/uploads/2012/12/document.pdf" .
4) Go to Appearance -> Menus -> Find the Menu Item in question -> Expand it by clicking on the arrow pointing down -> Paste the copied link, overwriting the old one.