How are you transferring the PDF files to your Vox? (The software determines where the file ends up.)

The Vox does not support PDF files. However, it is an Android device and it will happily run Acrobat Reader for Android. You can get that here: http://get.adobe.com/reader/otherversions/

And please post to the Kobo Vox sub-forum. There are a lot of different ereaders on the market and they help keep things straight.