If your default browser setting is to open a file when it is downloaded, this can cause Windows computers to attempt to open the .hex file in the default program assigned to that extension. Historically .hex files have been associated with Adobe products and as such some computers try to open them as pdfs causing an error.
To resolve this issue, you will need to tell the computer what to do with these files. In Windows, you can change the default program that opens the file. Alternatively, you could set the micro:bit as the download location
.hex files are expected to be used by dragging and dropping them to the MICROBIT drive into the editor in which it was created. On a computer, they might open in the micro:bit offline apps (if it is installed), a text editor or not at all.