I’m trying to attach .pdf documents to Part Master, however, it seems like the attachment is a link to wherever it was loaded from. Do we need to have a sharepoint site or something to make this work correctly? We are multi-tenant hosted as well.

To get it to attach the file rather that a link have a look in company maintenance, attachments tab. You will need to setup a folder for the documents and change the method for default documents to File System Document.

Hope this helps.