You have five options:
1. Save the file as always in the file system and store only the path in the database using some NVARCHAR data. The problem of this method is that you file have to be secured independently from the DB (otherwise it can be deleted while still listed in the DB).
2. Use BLOB (Binary Large OBject) to store the file in binary format using VARBINARY data-type. The problem with this solution is you may need a very large storage, depending on the amount of the documents you have...
3. Since SQL 2008 there is the FILESTREAM feature. This option combines 1 and 2 by using the file system as na extension of the DB.
http://msdn.microsoft.com/en-us/library/bb933993(v=sql.100).aspx[
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4. FileTables - since SQL 2012 - are an extension of FILESTREAM. This technique combines files into tables and enables accessing them via an API from simple - no DB - applications like you access the file system...
http://msdn.microsoft.com/en-us/library/ff929144(v=sql.110).aspx[
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5. RBS (Remote Blob Storage) is an extension of FILESTREAM (also since 2012) to enable to store the files on a remote storage instead on the server...
http://msdn.microsoft.com/en-us/library/gg638709(v=sql.110).aspx[
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