Track outbound links and file downloads with Google Analytics
One of those not-so-obvious features of Google Analytics is its ability to track outbound links and file downloads. This feature isn’t available by default, because Google Analytics tracks links by way of the tracking script you paste. So when users click from one page to the other on your site, Google Analytics can track the sequence of this visit.
Since your Analytics tracking code doesn’t exist on 3rd party websites you link to, Google Analytics won’t track this (at least not in your account—the site you link to may also have GA, but for privacy reasons, Google won’t share their data with you). Likewise, you can’t embed your GA tracking on a PDF or WMV file.