Yes, Google will index pdf files that you link to from your site, whether you link to it with an <a>nchor tag or point to it with a different tag like <embed>. But keep in mind that when you reference an external file with a tag like <embed>, the search engines will treat that document as being separate from the parent document where the referring tag resides, and it will not affect the rankings of the parent document.
Google is the only search engine that indexes Flash. They can extract the text and any links in the .swf file, but as with <embed> etc., the .swf is not generally considered to be a part of the parent document. Google posted a good article on this. Search on "google best uses of flash" to find it. Good luck!