Unable to open PDF files

Hello,

I am helping someone open a linked PDF file within a PDF file, but it does not open.

A Security Warning appears, I click Allow, the prompt appears two more times, I click Allow, but the file does not launch or open,

Here is the prompt image:

The main file with links in it is on the work network and we are trying to click the links to access other files in the same path folders, 

Please help, thank you!