I have a folder called “Archive” where I put all my non-md files. This is mostly PDFs but also some pictures, including screenshots. Generally if I need to use those files somewhere else I create an md file that links to it (e.g., a PDF for an article in Archive + an md file reference note elsewhere in the vault that links to the PDF).
In my vault per se storage isn’t an issue as I use a cloud service plenty of space. However, it allows me to keep my vault synced on, e.g., my phone, which doesn’t have a lot of space: I just exclude the “Archive” folder from the sync.