My website is heavy on Downloads and uses a lot of ePubs and some PDFs.
When you Click on or Touch something that is labelled Save or Download, it will download the file.
On a PC or a Mac, this file will then appear in your Downloads folder.
On Apple Phones and Tablets, this file will then appear in your Files app with Blue Folder Icon.
This is to avoid a more confusing display of a PDF or EPUB within a web page.
There is just too much stuff to manage to have all the books and pictures in separate files for webpages.