Use section but hide the content in the file and keep it in the table of contents

It seems rather obvious, so I may misunderstand, but just omit the section* command, using only addcontentsline{toc}{section}{Annex} (note "section" rather than "part"). Use clearpage to ensure the toc entry points to the Annex page, rather than the page before it.

documentclass{article}
usepackage{pdfpages}
begin{document}
tableofcontents
section{First}
hello first section
clearpage
addcontentsline{toc}{section}{Annex}
includepdf[pages=1]{xyz.pdf}
end{document}

About pdfpages in the table of contents: you may want to use includegraphics instead of includepdf so the page number on the page matches the table of contents, unless the included pdf happens to have the same page number on it.