When you upload a document, there is a box you can check. If you do not check it, the document will have to be saved by the person who downloads it, then opened. If you check the box (is says something about "inline") it puts the link in the body of the post and then if someone clicks on it, it opens in whatever program normally opens it. So if it is a PDF file, Adobe would open it and you could read it without saving it. I think (though I have not tried it yet) that an inline Publisher file would open Publisher. The downside of an "inline" link is that it will not keep track of how many downloads there have been. To sum up, it is the uploader who controls how it is going to work.
When downloading, if you see a link in a box with a download count, that is one that will make you save it first (or at least it has been for me). If it is just a link in the body of the post, you can open it without saving it.
Please be sure to title the post you have your document in - give it a title that gives us some idea of what the document will be about. Example, "Order form for Strawberry plants" rather than just "Order Form."
