Linking is always the preferable way of providing access to content. When you download a PDF you make a copy of that resource and are subject to copyright law, and policy. Linking to content does not constitute the making of a copy so you are free to link to publicly available online content like websites, online videos, etc. If you download an online worksheet or copy a blog post for your class you are subject to copyright law and policy.
Linking is rarely a copyright issue but attempt to avoid clearly infringing copies such as full motion pictures that have been uploaded by independent users. (For example, linking to an animated short uploaded by Disney on Youtube would be a legal copy, linking to a full-length Disney movie uploaded by user "Sally123" would likely be linking to an infringing copy). Linking to most Youtube videos, especially ones that allow sharing and embedding, is acceptable for teaching and instruction.
Linking to content through the Library is always the best option. All of the Library’s licensed digital content will have "permalink", “persistent link” or DOIs, as linking options, all of which should work even for off-campus users. Downloading Library content as a PDF is generating an unnecessary copy of that resource. This prevents the Library from gaining valuable statistics on what resources are being used by students and instructors. Statistics help ensure the Library can continue subscribing to resources used by staff and students. Usage statistics are vital to the Library, additionally when you make a PDF the copy of a Library resource that copy is subject to the RRC Polytech Fair Dealing Policy where linking to the Library resource requires no additional consideration of copyright or citation of work.