In order to proceed with the insertion of the Documents module, when logged in as an administrator, you have to follow this procedure:
Click Add New Module and check the Documents module.


Click Add New Document. In order to enter an external document click URL and the following dialog box will be displayed:


At Title enter a title for the document.
At Link enter the URL address, or if it is an address already used click Select an existing URL.
At Track Number Of Times This Link Is Clicked? (optional), check the check box if required. By checking this option the number of times this link is clicked will be displayed on this screen. 

At Log The User, Date, And Time For Every Link Click? (optional), Check the check box if required. By checking this option a Link Log will be added to this screen once the record has been updated.

At Open This Link In New Browser Window? (optional), if this option is left unchecked, the document will open in the same browser.

At Category (optional), enter a category for the document.

Click Update