Depende do software que você usa. O leitor da Foxit permite que você faça isso por meio de "Comentários - > Desenho .."
Tem um monte de outras capacidades através dos comentários, citando o site da Foxit:
A comment is a written note intended as an explanation, an illustration, or a statement of fact or opinion, especially a remark that expresses a personal reaction or attitude. You can type a text message or add a line, circle, or other shape to make comments on PDF files you are reading with Foxit Reader commenting tools. Most types of comments contain a pop-up window displaying your name; date and time you created the comments, and a text message. You can also edit, reply, delete, and move the comments with ease. This function is quite helpful to your studies and work if you have to make some notes on PDF documents. Foxit Reader has the following commenting tools; Annotation, Note Comments, Spell Checker, Text Markup, Text Select Tool, Drawing Markup, Typewriter Tool, Adding Text Box or Callout and viewing comments.