For Acrobat files what happens after you click depends on the type of computer you have and the way Acrobat is configured.
On PCs running Windows or Linux
The file will probably be displayed in a new browser window. To save the file, click on the disk icon in the tool bar. Alternatively you can'right-click' on the link and choose 'Save target to disk' or some similar phrase.
On Macs
The file will probably be displayed in a new browser window. To save the file, click on the disk icon in the tool bar. Alternatively you can 'click and hold' (Don't release the mouse button) to obtain a contextual menu from which you can choose 'Dowload link to disk' or some similar phrase.
For Excel files I am not sure what will happen, but you should probably use one of the techniques described above (right-clicking or click-holding) to download the file to your hard disk.