There are advantages and disadvantages to storing documents actually within the database.

If you look just at performance, storing files under 1MB in size generally gives faster access to the file than storing it out of the database. Above 1MB in size then storing it outside is generally faster, due to the different ways in which SQL Serve and raw NTFS deal with data management.

If you look at data integrity, you generally have far better control when the data is stored inside SQL Server, unless you can use SQL 2012 or above and File Table storage.

File Table can give you the best of all worlds for associating documents with traditional database data. The SQL Server database engine knows about the documents that are stored in the file table repository, and the files are also accessible to non-SQL Server applications.