In Windows, generally you cannot save a pdf using the 'normally expected' method of 'file/save as' in the browsers menu. On the other hand, pdf's will normally have a 'save' button (looking like a floppy disk) as part of the pdf heading furniture, if so this should certainly work.
Some pdfs can be defined - at the time of making them - to not allow them to be saved. In this case there will be no save button in the pdf header. This is done to retain copyright on the pdf information. Possibly whatever you mean by 'archives' has this restriction, and Macs ignore it by performing their save in a different way.
There is nothing to stop you taking a standard print screen image of the displayed page, but of course this may not be enough for you.