It's possible that the file you are trying to access from the interface of Free Download Manager no longer exists in the place where it was downloaded. The only thing you can do is to actually visit the website where you've downloaded the file to obtain it again. Unfortunately, this is the only solution when you misplace a file that was downloaded through the downloader.
If you know the name of the file, then you can use a recovery application like Recuva to recover the PDF file. Download the application and use the built-in Wizard to set the search parameters. Once the file has been found, right click it and recover it on another partition different than the original location.