Given their name and original intent, you would think that PDF files would be the easiest and most consistent to work with. Alas, this has not been true for years. Even the way in which simple text files are displayed does tend to vary from browser to browser.
Within OLab3, for the most consistent user experience, that of showing the PDF contents when you click on the filename, it is best to insert the PDF as a simple URL and make that a hyperlink. (Annoyingly, within the Node Editor, even though such a hyperlink is underlined in the editing view, you still have to mark it up as Underlined if you want it to display that way in the OLab3 player. Sorry about that. This is not consistent with how most web editors work.)
That hyperlink can be to an external URL. It can also be to an internal PDF, stored in the Files section of the map. To do this, upload the PDF to Files then right-click on the filename and copy the link to the clipboard. You can then paste this internal URL into the Node Editor.
If you use the standard wikiref method of Files markup such as [[MR:1234]] in your Node, the filename will still appear on the page, underlined as a hyperlink. But then what happens next in Play mode depends on your browser. Some will display the file; some will download the file. This can be tweaked within your browser settings but that is beyond the ken of most users.