Word displays the Browse dialog box, which looks very much like a standard Open dialog box. Don't ask me why perhaps Microsoft had no idea where else to place it.) Word displays the Object dialog box.
Click the Object tool, near the right side of the ribbon.Let's look, first, at the general way that you can go about inserting PDF files into your document: Max wonders if there is a way to display a multi-page PDF in a Word document. If the PDF contains multiple pages, only the first is visible in the Word document. If Max tries to insert a PDF file into a Word document, it displays just fine if the PDF is a single page.
