Left click to open the document or Right click and "Save Link as..." to download the file

You will require a pdf reader in order to view the files.
If you do not have a pdf reader installed then you need to install one in order to view the files. The standard is Adobe PDF Reader  but be warned, this is a bloated piece of software and that there are a number of very good alternatives - try a Google search for pdf readers.
I use both PDF-Xchanger (approx 15Mb) & Fox-IT (approx 5Mb) and prefer them to Adobe for speed and size if nothing else.