Currently there is no option to associate a document to a citation. We don't get a lot of requests for this function, but I'll certainly submit it for consideration.
I certainly want it. I uploaded a GEDCOM tonight. All of my facts had citations. All of the sources imported; none of the citations did, even though the source list screen has a place to show the number of times each source is cited. This is important for knowing how one came by each fact, and is a deal-breaker for me. Anyone other than a casual name-collector should want this function.