PDFs in Media Library – links to new page/wiki

I need to upload a PDF to my media library, then link to it on a few of my pages. When I do this on our website under a different theme, it works fine. For some reason on my new intranet it is not working properly. If you click on the link it does not open the PDF, but it redirects you to a wiki/page that contains another link to the PDF, which actually works. I just want to cut out this page and open the PDF directly from the first link.