Open file. Open PDF files in Microsoft Edge. 05. Save as. Click the save icon located on the right side. Then you can save the PDF file as a .PDF or .XPS file. 06. Save PDF. Save PDF to Microsoft Edge. 13. Save to Web. Using Microsoft Edge's Save as option, open PDF files in your default web browser. 14. Open PDF file — Microsoft Edge offers more than just reading and writing. It can open and edit PDF files, HTML, images, audio, video, and more.