Normally, UFT would indeed be able to ''follow'' to a new pop-up window in a web application provided that new window contained normal, supported technologies. However, the problem here is that it sounds like the new window that appears in your application is displaying a PDF, presumably via the Adobe Reader browser add-in.
Adobe PDF support is limited in UFT. What will happen is UFT will discern the new web browser window fine, but then fail to recognize objects once it tries to look inside the separate embedded instance of Adobe Reader within the browser.
To get around this, you would instead need to have the application save the PDF file, then instruct UFT to perform a File Content Checkpoint on the saved PDF source file. Go to UFT > Help > HP Unified Functional Testing Help > UFT User Guide > GUI Testing: Test Objects, Checkpoints and Output Values > Checkpoints in GUI Testing > Concepts > Checkpoint Types > File Content Checkpoints Overview. This will then only be able to check that the correct text is displayed on specific lines on specific pages in your PDF.