If the issue is with .pdf files not opening when clicked, it's the users web browser settings that is the problem. (Instructions on resolving this are below.) If it's .HEIC files (Apple image files), they can only be opened in Apple devices such as iPhone, iPads and Apple laptops. All other phones such as Android and devices running Windows cannot open them. There is no issue with image files such as .jpg and .png files so Apple .HEIC files should be converted to .jpg files before being uploaded to the Media Library so that everyone can open them.
To set the Chrome web browser to open PDF files instead of downloading them, the below steps should be followed. Other web browsers would have similar settings.
1. Open Google Chrome and type in chrome://settings into the address bar.
2. Go to "Privacy and security" then go to "Site settings".
3. Click on "Additional content settings" to expand the list and go to "PDF documents".
4. Click on the "Open PDFs in Chrome" radio button.