Let me get this straight.
You have a case in state court.
The defense has filed a demurrer.
With a demurrer pending the defense has answered a request for production of documents?
Now you want to amend the complaint and doing so will require that you move to federal court?
One would need to know everything about your case to advise you on how to proceed. I can point you in the right direction but you have a lot of research to do!
Your most immediate need is to defend against the demurrer. Yes, you can use exhibits and affidavits. Make sure the complaint addresses the existence of each element of your claim.
If the Judge allows you to amend the complaint and the amendment requires moving the case to federal court, the judge will issue an order about it.
Amending your complaint could be complicated by statute of limitations problems. You have to look ahead at how adding new claims will affect the big picture.
Information on removal to federal court can be found in the following:
28 U.S.C. 1441
28 U.S.C. 1446
28 U.S.C. 1447
Good luck!
*I am NOT an attorney.