Here are some possible reasons:
If the file is still being downloaded, wait until it’s finished and try again to open it. If the download is paused, click the Resume icon (orange with a curved arrow).
Sometimes a file isn’t completely downloaded because there was a problem or the file was damaged. Try downloading it again.
If you move the file or change the download location after downloading a file, Safari can’t open it from the downloads window. Double-click the file’s icon to open it.
You may be missing a necessary application. Your computer has applications that open many types of files, including text, image, sound, and PDF files. However, some files open only for the application that created them.