If your goal is to have a copy of the PDF file saved to your computer, the easiest thing to do is, once you have focus on the link for said file, to hit the applications/menu key or SHIFT+F10 and choose the option usually something like, "Save link as," or, "Save target as," which directly downloads the file without opening it. You can then open it afterward with the reader of your choice.
Brian - Windows 10 Home, 64-Bit, Version 1809, Build 17763
Explanations exist; they have existed for all time; there is always a well-known solution to every human problem — neat, plausible, and wrong.
~ H.L. Mencken, AKA The Sage of Baltimore