PDF files – should they be contained in the images folder... or not?

PDF are media files (interactive forms, e-books, portfolios, video, audio, etc...). 

They require a special viewer like Acrobat or Free Acrobat Reader to view & interact with them.

I typically put PDF into a dedicated PDF folder, separate from web images and HTML files.

PDFs are not images (typically)...

The vast majority of PDFs are not simple images, like a jpeg or a gif. They can be a pretty rich file format, with interactivity, embedded fonts, as well as images. They can have searchable text, and could have pretty much an entire website's content baked in for offline viewing.

Does that mean you need to have a "pdf" folder?

No, not at all. It's completely up to you how you want to organize your site. Aside from special cases, like using DW's Template or Library feature, there's no rule in DW saying you must separate all images from video, or pdfs from images via your directory structure. In fact, if your site's not all that big, using one folder for all non-html assets called "assets" and storing everything there would/could be just fine.
 
It's all up to the person/people putting it all together. Use as many or as few folders as makes sense to you.

Personally, I keep images and PDFs in their own folders, I also separate out pages by main sections into their own folders, but the choice to do so is yours.

One mans "organized" is anothers "directory structure of doom".