You've got a couple things going on here:
- multi-use media library files
- pages being linked to other pages using the multi-use media library files
So what I'd do is create a new custom page type that has the following fields:
- File - use the url selector so you can choose a media library file
Don't use the OOTB CMS.FIle page type, as it's pretty limited and has some weird pieces when you create a new one.
Then if these are "global" documents and can be related to possibly any page, create a folder in the root of the content tree and call it what you will. In my case I call it /documents.
Then place all your new "documents" in that folder and start linking them using the link Virgil provided for related pages.
** Edit **
I should also mention if you want to search those actual documents (word, pdf, etc.) in the media library, you'll have to create a custom search index to do this. I most cases, just being able to search the title and description of that tile is enough as not everyone needs to search the actual content of the documents.