OCAD cannot load pdf files as background maps. But with help of the software Ghostscript the pdf will be converted to jpg and OCAD loads this jpg file.

How to do it?
Install Ghostscript first.

After the installation go to the OCAD Preferences in the Options menu.

Then choose the Ghostsript file path (for example: C:\Program Files\gs\gs9.20\bin\gswin64.exe) under File.

After that you only need to open your PDF-Background map and Ghostscript converts the file to a not georeferenced jpg. Therefore you need to adjust this background map. The loaded jpg images is in the list of the background maps.

Very simple and easy, more details can be found in OCAD Wiki