Question: The PDF viewer Okular (part of KDE desktop) has lots of nice features and supports lots of file formats.
One of the things I like about it is the comments and annotations.
Unfortunately, all of the comments and metadata (like last viewed page) get stored locally in:
**~/.kde/share/apps/okular/docdata**

Is there any way to make Okular store them in the PDF itself?

Answer: 
This information is documented in [the okular documentation](http://docs.kde.org/stable/en/kdegraphics/okular/annotations.html).

As alxs mentioned, a method supported for a while now is to save the PDF document as an archive, which creates a `.okular` file. Saving the annotations directly in the PDF is quite recent, and from the documentation this option is only available from version 0.15. With such a recent version, using `Save As` and saving as a PDF stores the annotations as well. Note as well that, as mentioned in the documentation, this also requires a recent version of `poppler`.

A problem you might have, however, is that a document saved as an archive cannot be currently saved back as a pdf. Therefore, if you already made your annotations, and want to use a newer version of `okular` to save these in the PDF, it may get tricky. If you just update your version of okular, this may work, since it will use the same `~/.kde/share/apps/okular/docdata` folder. However if you want to use a newer version of okular on another system, you should transfer the PDF and the corresponding metadata file separately.
After making any annotation using Okular, 

Go the the Print option (in File Menu or Ctrl+P) and then in the **Name** option change the value to Print to File(PDF) and in the **Output file** option give the path of the output file you need. 

Voila, your annotations are now a part of your new PDF.