Try to make all content available in HTML format or, in some cases, plain text format. Formats such as PDF, Microsoft Word, and Microsoft Excel have essential accessibility problems. They can (and often should) be offered as alternatives, but not as the only format and not as the primary format.
This is often hard to achieve. Content production in your organization might be oriented towards print media and therefore use mainly PDF or Word format. Converting from such formats to reasonably accessible HTML format takes time, effort, and skill. The amount of work often exceeds the possibilities. A major change in the production process would be needed to avoid this, and such things surely aren’t easy.
Yet, what you can often do in a reasonable amount of time is “HTML envelopes” for the other formats. Instead of directly linking to a PDF document, create a small HTML document and link to it. The HTML document should contain some basic facts about the PDF document (author, title, type, etc.) and a link to it, and preferably a short summary. The summary is typically just text without much formatting, so it should be easy to e.g. copy and paste an existing summary from the PDF file into the HTML document. (You can use e.g. Adobe Reader to copy text from a PDF file into the clipboard, unless the PDF file is copy protected.)
For a single document in, say, PDF or Word format, it can be reasonably easy to convert it into HTML. This is feasible if the content is important enough. Note that using the File/Save As Web Page function in Word will create a sort-of HTML format, which often has serious accessibility problems. It is, however, usually more accessible than Word format, so even such a simple conversion could be useful.
If your page contains links to non-HTML documents, you should warn about this, e.g. by putting the text “(PDF)” or “(PDF format)” after the link. If the linked document is larger than, say, one megabyte, mention the size as well, e.g. “(PDF, 4 megabytes)”.
There is no simple way to check whether there are links to PDF documents or other non-HTML documents on a page. The link appearance is normally the same. You might look for the addresses (URLs) in the links; an address that ends with “.pdf” usually points to a PDF file, and an address that ends with “.doc” usually points to a Word document. This not bulletproof though. The only way to really know the situation is to try to follow the links.