You need to set the PDF's build action in the project to "Content" (see
this[
^]). I assume the same thing will work for Word documents.
At a guess I'd say Microsoft is assuming that these will be project related rather than actual site content by not setting PDFs to content in the first place.
I'd also consider putting keeping the documents out the project (add time to the build, increase package size and tansfer times etc) and put them in a virtual path under your web application. Doing this will also separate out you app from the static content.