ok, I'll tell you in a graphic way with another browser, for example, Firefox
If you have it installed, and it goes to configuration, you will see how it manages the downloads.
Regarding pdf, you will see that there are several options:
1- download and save it,
2 - open it directly with the manager (client) of pdf that we have or
3 - "preview" it, (which is what Maxthon always does without giving another option).