Have you downloaded and installed the software to read Adobe files on you PDA ??
If not, you need to download and install Adobe reader for Pocket PC 2.0
This can be obtained from
http://www.adobe.com/products/acrobat/readerforppc.html
Remember even on your PC, you had to install adobe reader before you could view PDF files, the same goes for a PDA ( Pocket PC or Palm).
Regarding music files, how are you trying to copy them to your card ??.
The easiest way is to use My computer on your PC, open the directory Mobile device and also the directory for your SD card. In a second window open up the directory with your music files and drag copies from this into your SD card directory on you PDA.