Thanks for the quick reply, Terry.
I found the problem. My default PDF reader was the Windows 8 Reader. TMG does not seem to be able to work with that reader. When I made Adobe the default reader, everything worked fine.
I have some PDF documents which I attached as exhibits in TMG. When I try to view any of them from the exhibit log, nothing happens. I have Adobe installed.
The PDFs are each 2 or 3 pages from a magazine article about my ancestor and his descendants. Each PDF is attached to the particular person that the portion of the article is referring to. The idea was to have easy access to the information in the article when I am looking at that person in TMG.