You haven't given much information, but assuming that you are using Internet Explorer, and assuming that you haven't installed any other pdf reader, the pfd file will open in the Windows PDF Reader App.
If that's the case, then when you right-click, you should see a task-bar at the bottom, with a number options, including Save As.
I am using Adobe Acrobat Reader which I previously used on Windows 7 and which I feel is better than the reader that came with 8.1.
Is that my problem?
Thanks again
Thanks all. I can not see anywhere to save to file but I now rightcliked on download before downloading the file and this enabled me to send it to My Docs from where I then opened it