automagically download something to my computer

Well, technically, web pages are downloaded to your computer, too. PDF is a file format that is displayed more like a print page than a webpage. It's rather standard on the web, though some usability experts say that it is a web abomination. Your browser either supports PDF as a plugin, in which case it will be displayed within a broswer window like a web page, or you would have to save it and open it using an application like Acrobat Reader.

I took a quick look at it, and it's obvious that it was an article published in a magazine, and its layout would have been difficult to reproduce in HTML, so they just posted it as a PDF.