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solrach - if you are using Windows then you could try this:
- create a Windows shortcut (i.e. a .LNK file) on your desktop that 'points to' the directory where the PDF and MP3s are located .
- drag/drop the .LNK file into the calibre book list, this will create an entry in the library with the .LNK file in the book folder. Don't try to add it via Add Books, if you do Windows actions the LNK file.
- when you View the LNK file or click it in Book Details the directory will open in Windows/File explorer.
- no need to retain the .LNK file on the desktop, calibre has its own copy
This might work on OS/X with Alias files, which are Apple's approximation of Windows' Shortcut (.LNK) files.
BR