Q: How Do I link work items with SharePoint documents?
A: Two possible ways:
Step 1: Get the URL of the document saved in a SharePoint document library
From the project portal:
Right-click the file and select Copy Shortcut. Done.
From the Team Explorer window in Visual Studio:
Right-click the file under the Documents folder and select Properties.
The quickest way is to double-click on "Url", then right-click the blue-marked URL on the right side and select Copy (or press Ctrl+C respectively).
Step 2: Add the link to the work item
Select Add on the work item's Links tab:
Select the a link type of "Hyperlink":
Paste the URL and enter a comment optionally:
Confirm with "OK".
Done.