Using the embedfile package it is possible to create pdf portfolios/collections with pdfLaTeX. The pdf specification describes the use of custom "navigators" to create a pleasing interface for the files in the pdf portfolio.
Is it possible to download or create a custom
.nav file and embed it directly from LaTeX or with tools other than the full version of Acrobat?
Edit: the description of navigators can be found in the supplement to ISO 32000 here.