I can add links to the Notes field of Reminders - but I don't seem to be able to drag files into there. Is there a way to link to a PDF on iCloud Drive perhaps?
As of today, it's not possible to add attachments to a Reminder in either macOS or iOS.
I've read that some people have used 3rd-party apps (like Fantastical) to manage their reminders. Doing that gives them additional features not found in Apple Reminders app. I can't speak to that because I haven't tried those apps but you might want to look into that if this an important feature to you.
According to Apple Support, in iOS 13 or later, to add an attachment, "Tap the Photos buttonNo alt supplied for Image to add an attachment to the reminder. You can take a new photo, choose an image from your photo library, or scan a document."