> The program doesn´t seem to work with pdf files. 

It does not SCAN them, that's right, but can DOWNLOAD them.

> It 
> downloads them correctly but doesn´t update the list with 
> link to the file. If I add links manually they work as 
long 
> as I don´t update the list from the program.

HTTrack can not detect embedded links inside pdf files 
(this format is totally crazy to parse, compressed flows, 
postscript-like graphic format and other nutty things) ; 
the best is to note in a text files all links, and use 
the "url list" feature of httrack. PDF files will be 
fetched, and it should do the trick.