On the Mac, it's enough to double-click the container field that stores/references the PDF file. For me, this opens in Preview.app.
On Windows, storing/references the PDF file and double-clicking didn't work for me. Instead, I had to select the container field and insert an object "Insert>Object..." (or "Insert Object..." from the context menu) and have it create a link from the PDF file (select "Create from File" radio button and choose the PDF file). The "Result" pane in this dialog should say "Inserts the contents of the file as an object into your document so that you may activate it using the program which created it." After inserting this object, double-clicking the container then caused Windows to try to find a program to open the PDF file.
If you didn't store a reference to the file in the container (you stored the contents), then another trick is to export the field contents (using the context menu) and have it automatically open the file after it's been saved. That should work on both platforms.