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.