Use the pdfpages package.
usepackage{pdfpages}
To include all the pages in the PDF file:
includepdf[pages=-]{myfile.pdf}
To include just the first page of a PDF:
includepdf[pages={1}]{myfile.pdf}
Run texdoc pdfpages in a shell to see the complete manual for pdfpages.
For putting a whole pdf in your file and not just 1 page, use:
usepackage{pdfpages}
includepdf[pages=-]{myfile.pdf}