If you have selected a paper in Papperpile and view a PDF you should always see a button "Attach to xy" in the "P" popup.
Alternatively you can right click a link to a PDF and use the Chrome context menu "Attach to xy".
If that does not work consistently there must be something going on which we need to look into. Can you describe a situation when you have selected an item in Paperpile and opened a PDF where you don't see the "Attach to xy" button?
Feel free to contact support using the in-app messenger. We also can add you to the library proxy beta test.