SafeZone is fully virtualized environment, everything you download remains only in SafeZone (your downloaded PDFs should be accessible from SafeZone).
If you want to access PDFs from normal desktop, please go to UI / Sandbox -> Expert Settings -> Exclusions page and set up download folder.
In next avast program update, we detect your downloads and exclude them automatically from sandbox (however, you have to set up manually in the current version).
Hope it helps.