It all depends. Generally, the best way to handle this is to store the path in the database and the file elsewhere. I.e. if you store a pdf in the directory /files/pdf001.pdf you could then store '/files/pdf001.pdf' in your database and use that to refer to it. The advantage here is that you are storing a large pdf somewhere other than your database, which means your database can use its cache and shared memory to hold only important data, like that path we referenced.
On the other hand, you might have 6 front end servers and want to have all data served from a database, period, and in that setup you would build on big old honkin db server with lots of ram to store this stuff.
Basically, storing large things in your database increases the load on the database server, so if you're gonna do it, you might need to increase the horsepower of your database server.