One of the things OneNote does well is archiving of documents for later retrieval. You can attach files directly into a OneNote notebook to access easily in the future but there is an even better way to handle documents with OneNote assuming you are storing them for reference rather than for editing.
In the desktop version of OneNote, just click on Insert > File Printout and select the file you want to attach to OneNote. OneNote will render a "printed" version of the file in the page you are viewing, and here's the best part, make the text contents of the printout searchable within OneNote.
This is a great way to capture the content of a document without having to embed the entire file. It also makes the contents of the document available on mobile devices without requiring apps to open the original file.