You can do so via the document management icon in the content manager. Please see the attached image. You can see the additional options by clicking "More formatting options" in the content editor. Simply highlight the text you want to link and press the button to select your document.
the Telerik team
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items