@Nozipho_Ngcobo Open documents in desktop client application feature works only for office files like word documents, excel, PPT, etc. and not for PDF files.
So, I don't think you will be able to open the PDF files from SharePoint directly in Adobe Acrobat application unless Adobe provides some functionality to open the PDF files in application using file URLs from web/SharePoint, similar to Office URI Schemes supported by Microsoft.
However, I think you can open the PDF files in web browser itself using browser settings (I have seen this in Microsoft Edge and Google Chrome).
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