The company I work for has a very structured filing system so I always know where documents are located, whether they are soft copies or hard copies.

I occasionally put a note on the task if the reference material isn't what I think is its logical location. For digital copies this will just be a path to a folder.

Some web-based systems allow you to attach documents to tasks and I've tried that but in environments where documents are shared you can run into issues of version control.