I want to create a play menu that includes not only videos, but also the ability to select documents like PDFs or Word files. Any idea how this can be done here or elsewhere?
No, you can't do this with DVD format. The best you could accomplish is to export the pages of the .pdf file as still images and create a photo montage of them in DVDA. This probably isn't what you want.
If you intend to have the disc playable on a computer and let the user open the .pdf files then you'll have to create some sort of multimedia disc instead. If you get really creative with the autorun.inf file then you can create a disc that will show the multimedia menu on a PC and play as a regular DVD in a DVD player. However, DVDA isn't going to help you with this. You'll need some sort of disc authoring program intended for this task.
DVDA will be able to prepare and create the Video_TS folder for the video, but that's as far as it will take you. You could, however, put all the .pdf files in an "extras" folder and have DVDA burn that on the disc along with the video, but that won't create the PC menu. You would have to include a note that the .pdf files are included in the extras folder and that users should browse there in explorer to find them.