'Tools' > 'Options' >' Attachments' > 'Incoming ' tab or 'Menu icon' > 'Options' > 'Options' >' Attachments' > 'Incoming ' tab

On left it will show the Content Type, so look for the pdf document then on the right side under 'Action' click on item and select the Adobe Reader' options click on OK

Ok thank you but now it says adobe reader cannot open winmail.dat because it is not a supported file type or damaged

That is a true statement. That file type results from Microsoft ignoring email standards and you cannot open them as a .PDF because they are not a PDF file. https://support.microsoft.com/en-us/kb/278061

Adobe Reader will open and read attachments that have a .pdf extension.

Airmail gave you a good link which contains all the info required. But you need to inform the person who is sending those windat emails, that it is not in a format recognised by the many users. Basically, it is the fault of the sender, ask them to switch it off and send them the same link so they have the info.