Using RoboHTML x3, I set up a link to a PDF in my help file.
(I don't care whether the file opens in the CHM frame or in a
separate target=_blank window.) When I preview using the glasses
button, the PDF displays fine. After compiling, when trying to open
the PDF from the CHM, Internet Explorer cannot display the web
Have you added the .pdf to your baggage? This is necessary to
include it in the .chm.
If you want it to be an external file (i.e. completely
independent of your compiled help) then you need to treat it
differently. Since the help reader navigates with absolute paths,
you must use the Microsoft parser function to find an external file
even when it is in the same folder. This is documented in the Help
Workshop help file. It is also in Rick Stone's Tips and Tricks
file. Let us know where the .pdf is to reside - compiled in the
.chm or external to it.