How do I track whether respondents download a PDF?

Create embedded field respective to each PDF in your survey flow  and set value as 0 at the beginning of the page. Also give the ID to your first PDF hyper link. Suppose your first PDF embedded field name is Click_PDF1=0 and PDF ID is #PDF1. Then go to look and feel » General » Edit header » click source. and paste below code on source pad. Please refer below ss.

<script>
jQuery(document).ready(function(){
   jQuery('#PDF1').click(function(){
       Qualtrics.SurveyEngine.setEmbeddedData('Click_PDF1', '1');
   });
});
</script>

If you are using simple layout then refer this code instead. Set your embedded data field name as __js_Click_PDF1=0.

<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.2.1/jquery.min.js"></script>

<script>
jQuery(document).ready(function(){
   jQuery('#PDF1').click(function(){
       Qualtrics.SurveyEngine.setJSEmbeddedData('Click_PDF1', '1');
   });
});
</script>