Arck Tang is correct that PDF is not a supported file type on a Mac. In fact, Object Linking & Embedding [OLE] is a Windows technology which never has been supported by the Mac operating system. Microsoft does have special dispensation from Apple to implement OLE for Word & Excel file types but that's it. Some other file types (including PDF) can be inserted as objects but are rendered simply as single-page images.
However, Arck apparently did not notice that your Office software is significantly out of date. Version 16.36 is the current build on macOS 10.13.x or later, version 16.16.21 if using macOS 10.10.x-10.12.x. Use this link to install the current version of MAU if your present version is not notifying you of available updates.