Yes on PDFs in this case. It is designed to exploit the PDF reader when you open it. Though less common today it's still an avenue of attack to watch out for. It depends on the reader too but why take a chance if something is detected
So, how do you download and use PDFs from Anna's Archive or a similar site? Do you download it to a computer that you just use for downloads, then scan the file using Virus Total, then read only on that computer? (I usually read on my phone using Overdrive, just trying to figure out the safest way as a newbie).
Personally I DL on a Linux machine and then upload to virus total. If they are clean, then I transfer them to an old android tablet without internet access for reading. If I was reading them on the machine I'd open them in a linux VM, either alpine or fedora silverblue with network aceess disabled.
The state of the art is qubes OS that has a tool to neuter a PDF by taking screenshots and building a new PDF in different VMs.