> No, it is not a single one page pdf.  
Yes it is.

> On the left side there are five _ 5 _ links :  
> WORKSHOP MANUAL
> ELECTRICAL WIRING DIAGRAMS
> BODYSHOP MANUAL
> TECHNICAL GUIDE MANUAL
> ELECTRICAL WIRING MANUAL 
When I downloaded and opened
<http://www.fordwrm.co.za/manuals/Mazda/mazda_cx_5_kp_wrm-2012/front_page.pdf> I
get a one page pdf. Those lines do not work for me.

Further more. Those are embedded inside the pdf. There's no way for HTT to
follow those. HTTrack is a HTTP tracker not a PDF tracker. It can only follow
links on web pages, never those in binary files.