This applies to Apple devices only (those which run macOS, IOS and iPadOS).
The Books app (which is probably pre-installed) makes viewing my documents more pleasant than using a PDF viewer (Preview or Adobe Acrobat, for example).
The View options allow you to see the Table of Contents, or thumbnails. (And some other options.)
Links work properly (both within the documents and to external websites).
Some more information about how to use Books to view PDFs is available on Apple's website:
Save PDFs to the Books app on your iPhone, iPad or iPod touch
Use Apple Books to save, sign, mark up and share PDFs.
Save or import a PDF
After you've set up iCloud Drive, you can add PDFs to your Apple Books Library on your iPhone, iPad, iPod touch or Mac. Then you can access your files on any of your other devices.
support.apple.com/en-gb/HT2...
I have assumed your devices are fully up-to-date. Older versions might not work as well, or at all.
There is nothing to stop you trying Books, then reverting to what you already use.
The attached image shows display options and a general view on a macOS notebook.