Since Steven said he has "zero knowledge about this", no one has addressed the simplest of all and what he may be asking; the simple href link.
To learn how others do things, just right click a bare spot of a webpage and "View source" (or similar in non IE browsers) and you can see how anything is done. Search the text file for the text you're looking for and you can see the code. To answer your question directly:
<a href="http://www.stevenredhead.com/downloads/File-Name.pdf" title="More of the file name" target="_blank">Descriptive link text</a>
The blue areas are optional:
title="More of the file name" just gives you some nice hover text that may help with the blind or screen readers, and puts more descriptive words for the link out there for the SE's.
target="_blank" as Puamana mentioned, is nice for large files of any kind and allows the file to downloaded in the background in another page while a visitor can still browse your site.
www. - Your site can be accessed with and without the www prefix. Generally not a good thing, but it is at least better than one version returning a "The page cannot be displayed". A highly debated and discussed topic, the general consensus (with G) is that they see each version as a different page, therefore duplicate content, therefore another reason for them to possibly penalize you for it. It can also dilute PR.
(As Wige touched on), Most are on Apache/Linux servers, and that can be easily remedied on them by something called a "301 redirect", "301" meaning permanent (as opposed to a 302 which is temporary), which is a simply line of code in a file called .htaccess (it actually has no name, that's the extension of the file, and it most times is hidden if you have it, so you have to ask your hosts about it). The line of code, by your choice, will direct all requests, both www and non-www, to a version of your choosing. Then, regardless of how your URL is displayed, it will always go to the version that you choose. This will make any links to your site, regardless of how others type them, all go to the same version. If you need that code, most anyone around here can give it to you, just ask. It's not mandatory to do this redirect, but it is a good idea.
As for "downloading" or "reading" the PDF file, as "digital29", Dave and Wige brought up: the file is always "downloaded" as soon as its link is clicked, even if you don't download it. It goes to your temporary internet files folder, which is generally emptied (should be) regularly, so the file is deleted.
IMO, it's best to have the PDF file simply displayed and then let the visitor choose if they want to simply just read it where it is, or click the save icon and permanently save it to their HD. Options are always best and makes for a more user-friendly website. The actual end behavior of what a PDF file does after its link is clicked can also be determined by the user's browser settings and or PDF reader, they can be set to display the file in a browser window, or in a separate (Adobe or other reader) window.