After copying and pasting a pdf link to a word doc I am unable to view it.

After updating to OS X 10.11.6 I seem to be unable to view pdf files from word documents i have created. I use Office 2016 for Mac and create tasks for students. After copying a link to a file from any web site and then pasting it to aword document, when I open the link it is downloaded with a .HTML extension after the .pdf and then opens it. The only thing I can see are thousands of symbols.

Can anyone help please 🙂 ?

James