I think it would be good to have a culture on this forum of linking to actual published research on educational questions as far as possible. However, when I did this at What are the arguments for and against learning multiplication table by heart? I got a (perfectly reasonable) complaint that access to the paper would cost $40. It is freely available to me, via my university's package deal with the publisher (Springer). I imagine that the same is true for people based at most other research universities, although it would be nice to have confirmation of that. However, this forum should certainly include people who are not based at universities. I do not know whether pre-university teachers often have access to educational journals, nor do I know whether there is any culture among educational researchers of posting papers openly. (I could not find an open version of the paper that I linked to in the above answer.) It would be useful to gather information about these things, and also to discuss possible policies about linking to research.
The issue of linking to pirated versions of copyrighted works has been discussed before. See:
The consensus seems to be:
Moderators may remove such links at their discretion, but are not required to do so.
Because of the "safe harbor" provision of the Digital Millenium Copyright Act, the Stack Exchange network is not legally required to police links to copyrighted content. However, they must respond to takedown requests issued by copyright holders.
I think it's very unlikely that the Stack Exchange network would receive a takedown notice because of a link to an academic paper in the comments to an answer -- it would be much more likely for the copyright holder to contact the website where the paper is hosted and demand that it be taken down.
Note also that there's a long history of academic researchers sharing copies of papers with close colleagues, and this activity is recognized as fair use. There is an argument that the posted link is an example of this, especially if the commenter who posted the link removes the PDF in a few days. (This is my own interpretation --- be aware that I am not a legal expert.)
So my opinion is that we should largely ignore this activity unless it becomes a serious issue. It's important that this site doesn't become a forum for piracy, and I certainly think a question of the form "Where can I find a free copy of < some paper >?" would be inappropriate. But the occasional comment linking to a dubious copy of an academic paper isn't really hurting anybody.
I think citing research is important, but in some cases you might be better served by taking a part of the article out(I think you can copy a paragraph and cite without it breaking copyright law). Summarize and quote the relevant parts to your answer and cite it so people can find the article if they want to know more. A good amount of the questions on here seem to be more directed toward university classes and teachers there will probably have access if it is from a big name, but it would not be good to discriminate against the teachers and members who do not have access.
I strongly recommend to include the results of recent research, even if it has restricted copyrights. Usually, people will see whether the recommended ressource fits their interest or not (title, abstract, free preview). Maybe one should also spread the idea of contacting the authors. I have done this several times and it always worked. Mostly they were happy that someone is interested in their work. Ususally the copyright agreements include the possibility for the author to share the paper freely with colleagues for scientific use.