No. Not without manually splitting the .pptx or .pdf into two separate files.
SlideDog will however remember the last slide/page you were on when switching from a PowerPoint or a PDF to another item during your presentation.
If you want to do this when using mirrored screens (instead of extended / two-screen mode) we recommend you use the SlideDog iOS/Android companion app to avoid having to move the mouse to the bottom or top of the screen and show the SlideDog playlist GUI interface to your audience.
The SlideDog iOS/Android companion app makes it easy to jump between different files and media.