Link to pdf documentation from other package ?

you could use the Sweave like macro to compute the path inside the Rd
environments

\Sexpr{file.path(system.file(package="AlgDesign", "doc"),
"AlgDesign.pdf")}

described in 'Writing R extensions' 2.11

<http://stat.ethz.ch/R-manual/R-patched/doc/manual/R-exts.html#Dynamic-pages>

That won't work with dynamic help. (It surprised me, too.) ?You can't link
to the file system from within the dynamic help pages. ?You can't link to a
file:// link, which is what you'd need to get that to work.

This is a browser restriction, for security reasons. ?You don't want

I am able to read files from my file system from the browser.  For
example enter this into the Windows command line:

echo some dummy text > dummy.html
echo "<a href=dummy.html>dummy</a>" > test-read-file.html
test-read-file.html

and click on dummy when the contents of test-read-file.html appears in
the browser.

For me, it causes the contents of the dummy.html file to appear in the
browser.  I am on Windows Vista and I tried it in IE8, Firefox 3.5.5
and Chrome 3.0 and it worked in all three.