Easiest way for dealing with this is via (main menu) Tools > Options > Content viewers: There's detailed help available on what to do after clicking the Help button on this page.
Michael -- IERenderer's Homepage PGP Key ID (RSA 2048): 0xC45D831B S/MIME Fingerprint: 94C6B471 0C623088 A5B27701 742B8666 3B7E657C
Michael is correct. I will add the following:
If a double-click on a .PDF file in a file explorer will open the file in your PDF reader then just do this in the content viewer after clicking its Add button (same for Word doc extensions):
