How to stop folder from closing when opening a document.

Hello. I'm new to Mac. What is bugging me is when a folder is in full screen set up and I open a document such as a PDF, the document opens but then the folder disappears from the screen. I then have to click back on the folder to open it up. When not in full screen this does not occur. The document opens and the folder remains in the background. How can I keep the folder (when in full screen) open in the background when opening a document?