Document

You can only embed images directly in New Sites. To insert documents you can upload them to Google Drive, share them publicly* and insert them using the From Drive option in the INSERT menu.

See also a PDF example

Here are some more detailed instructions from sites guru Steegle:

Upload Files - Google Drive for Google Sites

Embed PDFs and Word Documents in Google Sites (works for PowerPoints too)

*You can also publish the document in order to embed it into your site. See this information from a docs help file:

To make a document, spreadsheet, or presentation, available for a large audience to see, publish a file. After you publish your file, you’ll have a URL that you can send to anyone or embed into your website.

https://support.google.com/docs/answer/37579

If you have several files to insert you can create folder in Drive, share it appropriately and place your files in that folder.

In the first file below I have disabled the download capability. See the instructions here: https://support.google.com/docs/answer/2494893