[Zubersoft]

When you said, "Keeping the annotations", I thought you meant for the current song, not the one whose file you are embedding. In that case, long press the song whose file you want to add on the library screen, tap Share->Export files, then select a destination. Then on the rearrange pages screen, tap "Add File", and select the PDF that was exported. The annotations will be embedded in it, so then you can just remove the unnecessary pages. 

Mike