No, resources have to be stored externally on the server or Intranet. Only hyperlink resources can be added to a project. This also allows changes to be made to the source document (e.g. on your intranet) without having to re-publish the project due to a new version of a supporting document being published.
Please note: When entering a website address you must include ‘http://’ for example if entering www.google.co.uk you should enter the address as http://www.google.co.uk.