I was wondering is it possible to attach two URLs to the one link.
Example: One link would be a PDF download but the lead would be directed to a thank you page?
I don't think you can put both actions in one link . . .but I suspect would work is to have the link take the user to a Thank You landing page, and incorporate code that would have the PDF start to download without any additional action.
For that, there are lots of ideas on the internet on how to automatically start a file download or open a new window when a page loads. Google something like: load website and automatically download file or Open PDF in Popup and you find numerous ideas on automatically opening or downloading files.
First, some firms and/or users block automatic file downloads as part of their security process. People will click and get to your Thank you page, but not receive the file automatically.
Second, I haven't actually tested these ideas so I don't know if the code to accomplish either of these is permissible on a Marketo landing page--then again, your ThankYou page doesn't have to be a Marketo page--you can redirect to a non-Marketo page with the popup or auto-download code.
There are 2 approaches that are commonly confused, but have *very* different degrees of real-world usability.
 is fully replacing the current URL with the URL of the PDF. This will work in all browsers with JS enabled, with no warnings.
 is opening a *new* window with the URL of the PDF. This cannot be safely done unless it is in response to deliberate user action (click/tap/enter). Automatically opening a new window without waiting for a user event is a pop-up window. It will be blocked by modern browsers, even without plug-ins.
Sites using  can be easily mistaken for  if the browser is configured to open PDFs in a separate app, or to always save them to disk. In other cases, the end-user will see more clearly that you are using  because the browser will open the PDF in the same window using its built-in reader. But make no mistake, the only safe approaches are , or  in response to a click. Automatically invoking  will break.
I recommend always sending people to an LP, not directly to the binary download, to not lose vital tracking. Then give them a big ol' button to download. You can use the <a> tag's download attribute, where supported, to avoid opening a new window (Marketo doesn't serve assets in such a way as to always force download).