To view the Word Documents / PDFs in an internet browser window, just click on the link, and a new browser window will open.
To directly save a document onto your desktop, you need to right click the link with your mouse. A select menu will appear. Select the option "Save Target As" / "Save link as" from the menu. A "Save As" Box will pop up, from where you can now save the document onto your desktop.
Please Note:
Some of the files are big in size, and might take some time to download or show in the browser depending on the speed of your internet connection.