Although you can link from one presentation to another in PowerPoint, you can essentially use the same concept to link to any other file! You can link to PDFs, Word documents, Excel sheets, video files, and anything else. The link will then open in the associated program. For example, a PDF will typically open in Adobe Acrobat or Adobe Acrobat Reader. Word files will open in Microsoft Word. Of course, this depends on whether you have a suitable program installed on your system!