When using the File item in Moodle, it is possible to control what happens when a student clicks on the link to the file.  

Change file behaviors

To change the behavior of the file item, go into Edit Mode and then edit the settings for the file item. Under the Appearance section, change the Display option.

Suggested behavior

While it is often preferable to open files in a New Window, it is not a best practice in order to reach all users. From an accessibility standpoint, a link or file should open in the current tab unless there is a signal to indicate that the file will open in a New Window. Therefore, Open is the preferred option.

Some files, such as Microsoft Word documents, may not open in a web browser and will download no matter which option is selected. Conversely, some types of files, especially text-based files such as computer programs, may always open in the web browser. For these files, Force Download may be more appropriate.