I'm assuming, that you have a Samsung since you mentioned the My Files app, I'm assuming that the file is a PDF and not a web page save of some kind. Do you have a PDF reader? I don't know how My Files handles different file types, most file explorers will offer an Open With... option for file types that it can't open, but I'm not sure if My Files is a file explorer or Samsung's own little thing. I would open a PDF app and use its Open option to see if it can locate and open the file. As for the error it doesn't sound like My Files knows what to do with the file or perhaps it was corrupted when it was downloaded. You could also connect to a PC and try to transfer the file and open it externally.
04-02-2019 09:24 PM