How to open PDF in Word?

What is the best way to open PDF from word?

I want to write something, and cite some references in the text.

I wonder whether there is a way to access PDFs from within word?

Say, I click on the reference, and it opens up the PDF window.

Or, if that can’t be done.

Maybe, there is some way to open up EndNote from word and locate this reference directly,

then I can open the PDF by pressing Ctrl-Alt-P?

Thanks!