View uploaded documents without having to download them every time - Wordpress
As Pradeep implies, this isn't a CiviCRM issue but a web browser configuration issue.

I'm not sure what web browser you're using, but in Firefox, when I click on a PDF in an activity (see "1" below), I get a pop-up where I can select "Open With" (2) and "Do this automatically for files like this from now on" (3).  I imagine similar options exist for all the major web browsers.