"Click here" is never a good way to link to documents. For search engine purposes, they call the text you use as the link itself the anchor text. Anchor text is very important. Search engines use the anchor text to determine what you are linking to. Click here tells them nothing. A better type of linking sentence would be something like:
"For the full story, download our Widget Service Report"
instead of:
"For the full story, click here."
That way the search engines know what you're linking to. This is most important when your are linking to other sites or to other pages on your site. Use descriptive text and industry keywords in your anchor text.
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