Hi Ian,
Here's what you can do, first no folders are needed, delete them out of VSD and off your server if you uploaded them and unless your using them for something else. Secondly go to settings>remove files and you can also remove the 3 pdf files. click ok. now we'll start fresh!
for text links you would double click on the text til there is a red border around it, then highlight the text which will enable the text to be converted to a link, now click on the link tab at the top, a window will pop up there you click on "link to a document" and locate the pdf file on your computer where ever that may be. After you selected that pdf file that window should have a box with a checkmark in the use link and link to document radio buttons, if it does click ok to close it, don't worry about the target window we'll leave that on default.
now click on save and that's it, so now when you upload your website the pdf file will automatically be copied to a folder located in the files folder called Download. I hope I explained that for you so you can understand it, if not.
http://www.kellyinfo.com/web/x.avi