are you trying to connect to a local mysql server or a remote mysql server.
Many times, outside connections are not allowed by the remote server. it is recommended to install a local testing server for development purposes.
see our learning resources page for details on setting up a local testing server, configuring your Dreamweaver site for dynamic development and setting up a database connection.
for the issue you are having opening pdf documents, try right clicking the pdf link and saving it to your desktop, then opening the saved pdf.