To add references from PDF files, you need to ensure that the PDF files are:
1. Native PDF
Native PDFs are PDFs that are generated from an electronic source – such as a Word document. They have an internal structure that can be read and interpreted.
2. Contain DOI information
Digital Object Identifier (DOI) is a unique set of number used to identify objects in the digital environment (e.g. doi:10.1000/182)
You could also add a few PDF files at the same time by using the command Reference > Import > Folder.