To create a PDF file within Front Page 2003, you need to import the PDF file.  Click on File>Import and the window you see below will open.  Click on add file,

Once you have clicked on add file, the window you see below will open allowing you to browse for the file.

Once you have selected the PDF file, click on open and it will place the file in the import window as shown below.

After you have the file listed in the import window, click on OK and it will place the file in the Folder List.  The next step is to create a hyperlink to the PDF file.  Create the text or image that you want to use for the link such as CLICK HERE.  Then highlight the text and right click on it and select "hyperlink".  This will open the window that you see below which will show all the files in the folder list so scroll for the PFD file and when you click on it, it will display in the Address drop down at the bottom.

 When you click on OK you will have completed the link.  When the end user clicks on this link, it will open the PDF file.