I think he's saying he opened them from the website and did not save them to phone.
However, many may not realize that if you opened it on your phone , your phone HAS downloaded it, but it may be stored in a cache in out of the way places (such as temporary files) , it could still be re-opened from there, generally and then saved...
but the basics of it is , he's saying he opened it direct from website without saving it first , when he attempted to re-open it from the website again (or download & save as) , website's design prevented him from doing so..
could be he didn't know how to save the file from browser (depends on phone and phone browser, but some can be really obscure about how to do simple things like that) so tried to "download" as opposed to "open" (both are similar in the background, difference is in what phone does with it once downloaded..)