The downloadable documents on these pages are typically pdf files; that is, they are in Adobe's cross-platform pdf format, and were created by Adobe Acrobat. Such files are indicated by an icon such as:
You can download pdf files to your desktop and open them. Alternatively, you may prefer to read them onscreen from within your browser (Safari, Firefox, Netscape, iCab, Explorer, etc.). Reading onscreen from within your browser is convenient and lets you decide whether or not it's worth the effort to go any further. Unfortunately, it can be RAM-intensive, since Reader and your browser have to be running simultaneously. If it turns out you don't have enough RAM (not usually a problem on recent machines), configure your browser to download pdf files and quit from it before opening the file. Alternatively, buy more RAM; it's amazingly cheap nowadays and will give your whole system a boost.
In order to read files from within your browser you need the appropriate plug-in. For example, on the Mac, if Netscape Navigator is your browser, you will find a "Plug Ins" folder in your Netscape folder. After installing Acrobat Reader you should find a subfolder of the Acrobat folder that contains the pdf plug-in (the folder is probably called "Web Browser Plug-in"). The plug-in icon looks (or used to look) like this:
Simply move the plug-in from the Acrobat subfolder into the Netscape plug-ins subfolder (and restart Navigator if necessary). Early versions of Navigator (1.x and perhaps 2.0) do not support the pdf plug-in. Early versions of Acrobat Reader will not provide it. [As of this writing, Netscape is up to version 7.2 and Acrobat to version 7.]
If you are using MacOSX, you may have trouble displaying pdf files in your browser - downloading to disk may be the only option you are offered. You can solve this by installing the excellent "PDF Browser Plugin" by Manfred Schubert, available here. It is freeware for single users at educational institutions. Put it in the Internet Plug-Ins folder in the Library folder of your home folder, or, if you want it to be available to all users of your machine, in the Internet Plug-Ins folder in the Library folder at the root (top) level of your start-up disk. [Added April 2006: Adobe has at last produced its own plug-in for OSX, AdobePDFViewer.plugin, which (so far as I can tell) overrides the Schubert plug-in; you may want to try both to see which you prefer. Move Adobe's into "Disabled Plug-ins" to test Schubert's. Adobe's may work only with Safari.]
If you have a plug-in installed, then any time you click on a link to a pdf file, Reader will launch in a browser window and display the file. If just this once you want to download the file rather than display it in a browser window, you can override the default "display" behavior. In Safari, you do this by Conrol-clicking the link, in Navigator, by holding the mouse down on the link. This brings up a menu which includes the option "Save this link as..." or "Save link target as" or something similar. Selecting this option opens a standard Save window, except that at the bottom there may be a pop-up menu which allows you to choose between "Text" and "Source". Choose "Source".
If you do not have a plug-in installed and you click on a link to a pdf file, you may get a warning that your browser doesn't recognize the filetype. If so you should follow the suggestions the program makes. The basic point is to configure your browser to download files with the ".pdf" extension to a local disk. The most recent versions of popular browsers are "intelligent": if they detect a pdf plug-in they will display a pdf file in a browser window, otherwise they should download to disk without a fuss.