This is something that is done by Mendeley internally, but I think I have seen this in one of the other programmes (don't remember if Zotero or Docear) on standard pdf annotations :
standard pdf comments or highlighted text (as done with and compatible between Adobe, Foxit, X-Change viewer etc) is taken automatically from linked pdf and shown in the note field. With Mendeley, which uses an internal pdf reader, this is click-able, so that then the pdf will then be opened at the position of the comment /highlight.