> HTTRACK downloads all but pdf files. The link to the
> pdf-file remains the same as on the hp.

set options -> Build -> No external pages so any links not downloaded won't go
to the net without a warning.

set options -> Links -> get non-HTML so related files (css, js, pdf) are
downloaded even if they are not below the html page.

look in the log file to see what it says about the missing file.