Documents

You can only embed images directly in New Sites. To embed documents you can upload them to Google Drive, share them publicly* and insert them using the From Drive option in the INSERT menu.

See also a PDF example

Here are some more detailed instructions from sites guru Steegle:

*You can also publish the document in order to embed it into your site. See this information from a docs help file:

To make a document, spreadsheet, or presentation, available for a large audience to see, publish a file. After you publish your file, you’ll have a URL that you can send to anyone or embed into your website.

The sharing for the document is Let people edit without signing in

Visitors can edit the document by hovering over the document and clicking the icon to open it for editing.

Also you can embed a link to the Document. Link

To embed a PDF I uploaded it to Google Drive and set its sharing to public. Then on the Insert menu I selected "From Drive" and selected the PDF.

Viewers can click the 'POP-OUT' icon. At the resultant page they can select to print the page(s) they want.

PDFs show the top part on mobile, phone and tablet, and the user must click to see the full PDF.

See also This Article from Steegle

Instead of embedding the document you can insert a link to it as shown here.

Get the link to the file, like https://drive.google.com/file/d/0B28Gtf1n8u8DSUd0VVdUNENRaWc/view?usp=sharing

In a text box put the text you want, like "PDF File".

Highlight the text, click the link icon and insert the link to the file.

PDF Link

To download this file click the link above and then click the download icon on the result.

You can also use an image as a link. Insert image, click it and use the link option in the edit area.

Music Link