You can use Zotero to work with your PDF files. You have annotation tools available from within Zotero to highlight, underline, add notes and comments.
Right-click a reference with an attached PDF and choose Open PDF in New Tab.
Here's an example showing highlighting and comments in a PDF document.
Zotfile is a Zotero plugin which can be used to handle PDF's and do tasks like changing filename, moving and attaching PDF's (or other file types) to Zotero references. Zotfile can also extract highlighted text and notes from your documents and save them in a Zotero note.