You need to have somewhere a menu item type List All Categories, this could be in a hidden menu.
Using the List All Categories ensure you have the configuration set for a direct download
Please see http://www.jdownloads.net/documentations/item/download-actions-direct-via-summary-page-or-via-download-details
For the external file make sure it is set up as an External Download, that is the file reference is on the "External File Link" field in Files Data tab when creating/editing the Download. This is a full web url including the
Also make sure that the file type (pdf in your case) is set to be opened directly in the browser - see Config Downloads tab - field "Which file types are to be opened in the Browser?"
Using the List All Categories menu item find the relevant Download and by clicking on its Title make sure file is opened in the browser.
Then use the link, without the www/site part, used by clicking on the title in your External menu item type, also ensure opens in new tab/window
The form of the link is shown below
list-all-cats is menu item alias,
cat-alias is the alias of the category which contains the Download and cc is the cat id,
download-alias is the alias of the Download and dd is the Download id