Win 8.1 Pro, Office 2013
In Word 2013, trying to link to a file:
Insert > Object.
Object dialog box, Create from File, Browse.
Find a PDF/image/Excel file, click Insert.
In the Object dialog box, link and DO NOT check Display as icon.
This creates an icon (!) not the linked doc display/image.
Might happen for the image to show up, but it mostly doesn't... on all fresh Office 2013 installs I tried this bug is there. Not on older Office. Not on upgrades from older Office.
Microsoft community didn't resolve or workaround this (please see what they tried):