Downloading a PDF to read requires software that can read the PDF. For this, you require a PDF reader.
One commonly used is Adobe Reader® as Adobe created PDF. Many computers come with the Adobe Reader software installed. If not you can download it at Adobe Acrobat Reader. There are also a number of other free PDF readers if you wish to use a different one.
Locate the file you wish to download. It might be in the form of a link or an icon. There are a number of option to download the PDF. These can vary by your computer type, age or operating system, etc.
Click the link or icon. Your computer may offer you a variety of options such as these shown for a Mac using a firefox browser. As you can see from the image the PDF can be opened in the Firefox Browser, Opened with preview software or save the file. The selected option can also be saved as an automatic operation for future PDF files you wish to view or save.
Alternatively you can right-click this link or icon and select the option you prefer. Again these might vary depending on your computer, etc. Here are some options in Firefox on a Mac operating system.
If you elect to open in a browser window you then have the option to open/browse the document to see if you wish to save it to a location on your computer or even print the document. It might open in a different tab or window. Here is the top right-hand side of a Firefox and Chrome browser showing the download and print buttons.
Remember if you plan to use the document in the future and you saved it to your desktop or downloads folder then move it to a file location you can find it in the future.