You can watch a video presenting this tip here.
Let's say you are working on some project and you would like to add a shortcut to a mind map or a Pages document, so you have quick access to it.
This is how you do it: simply drag a file and drop it into SideNotes (as a new note or into existing one). You'll get a preview of the file. You can also open it by a double click.
By default, the file preview is as wide as your note. However, you can set a compact style in Preferences → Text → File Links.