It depends on what type of DB file you're using. For example, I use Access MDB files to store tiny JPG files (1K) but when looking at the raw table data in Access, it shows as binary data. Presumably you can store whatever file type you'd like. In my case, 1K JPGs are not much of a consideration, however dealing with a multitude of PDFs, I use a string field containing a link to the file.
It depends on what type of DB file you're using. For example, I use Access MDB files to store tiny JPG files (1K) but when looking at the raw table data in Access, it shows as binary data. Presumably you can store whatever file type you'd like. In my case, 1K JPGs are not much of a consideration, however dealing with a multitude of PDFs, I use a string field containing a link to the file.