Let me try to explain what the other users meant with a simple flow:
For this approach configure your test environment that PDF are opened in a new Adobe Reader.window. (There are other options; PDF could also be opened in a new browser window - then you'll need to modify the following.)
Let UFT close any open Adobe Reader instance.
Let UFT click on the link: just record the click on a link and - if necessary - modify the code so it clicks on the right link.
A new Adobe Reader is opened; create a Checkpoint to verify the application is started. This should be sufficient to validate there is a PDF.
If you also need to validate that the PDF is really opened successfully in Adobe Reader (because PDF files could be broken) then I'd add a checkpoint on the number of pages of the PDF:
So I have code that selects link and opens the pdf file in a Firefox window(tab). This is a link to a pdf that is online. When i try to create a checkpoint of any kind I get nothing or error says that not supported. Any ideas ?