For Acrobat files what happens after you click depends on the type of computer you have and the way Acrobat i s configured.
On PCs running Windows or Linux
The file will probably be displayed in a new browser window. To save the file, click on the disk icon in the tool bar. Alternatively you can'right-click' on the link and choose 'Save target to disk' or some similar phrase.
On Macs
The file will probably be displayed in a new browser window. To save the file, click on the disk icon in the tool bar. Alternatively you can 'click and hold' (Don't release the mouse button) to obtain a contextual menu from which you can choose 'Dowload link to disk' or some similar phrase.