How to 'Save Link As'?

[polo177]

Generally, I'm looking for the action of right-clicking a link, and saving it to ~/Downloads or wherever.

Specifically, I hate how browsers often open PDF files in new tabs, while I want them opened by a native PDF reader. I'm usually on Mac, so it's the 'Preview' app. So, I'd be happy to hear a solution that opens a link with a particular app, or maybe better PDF functionality could satisfy me.

I see Issue #454 was marked completed, but I can't find how we're supposed to do it.