Why can't safari download anything on my iPad?

Everything on the iPad has to be stored in an app, it doesn't have a 'file system' as you have on 'normal' computers - you should be able to save PDFs or epubs to the iBooks app, pictures to the Photos app.

Audible.com have their own app in the app store that you can use for purchases from them (the only way to get content into the built-in Music app is either by downloading it directly on the iPad from the iTunes store app, or by syncing it from iTunes on your computer), and for email what are trying to download ? There is the built-in Mail app which allows you to copy photos/videos to the Videos app, or PDFs/documents into other apps.

If you don't have a copy then you can download the iPad manual from here : http://support.apple.com/manuals/ipad/

http://www.audible.com/wireless/iphone

It should appear in the App Store app on your iPad : Audiobooks from Audible (that's the link for it in the US store). The app is optimised for the iPhone/iPod Touch, but if you search for 'audible' in the App Store app and then tap on the 'iPhone apps' button at the top of the screen it will hopefully be listed (assuming that it's available in your country's store)