saving documents to my desktop?

I would like to save .pdf documents to my desktop as well as my cloud.  The icon is saved to my desktop but doesn't open unless I sign into my Adobe acct.  Below is an example:

"Adobe Reader could not open 'FINALxxxxxx.pdf' because it is either not a supported file type or because the file has been damaged (for example, it was sent as an email attachment and wasn't correctly decoded)."

Any assistance is greatly appreciated….

Thanks,

Joanne