In component creation, you have fields “Attributes” for users use.
You can create a string type attribute “Datasheet” with value “http://someurl.com/somedocument.pdf”.
Libre PCB doesn’t support URL type of field yet for direct click and open pdf remotely (idea for @ubruhin 
).
Attributes fields are totally customizable by the user. You can add your own fields - ex. stock register number or position, your comments, etc.
Yes, some fields should be used as standardized (Arrays of URL, manufacturer name, part number,…) - next idea for @ubruhin
For inspiration, have a look at my library (Yageo capacitors and resistors): https://github.com/EdizonTN/Yageo.lplib
I use MPN (manufacturer part number) and datasheet link as my attributes fields:
All these attributes you need to create and fill in the library. For each value and for each package (because each has its own part number).
This is a harder way to create a library. But use in schematic is quick without any values modifications.
Second way, is create a generic resistor (as is in “LibrePCB Base” library). You can create your own Generic resistor with your new attributes fields.
After placing it in the schematic, you will need to fill these fields.
This is a quick way to create components in a library, but a harder way to use a component in schematic if you need to use your additional attribute fields.
Yes, LibrePCB has a robust library manager. You can use more ways to create your library.
Don’t forget - a good library is the base for all other work!