FILES AND ERRORS

Hi.  I am running 18.5.1 and I have a couple of issues.

First...When I save a document, it saves it as a PDF document that I have to "Open With" INDD.

Second...Some of my files won't open.   

Third...My one file says I have quite of few missing links, but I can see them and they don't have the the red question mark by the corresponding missing links