Linux doesn't have a direct equivalent of Windows' Program Files[1], because Linux has a very different philosophy in how file systems should be organized.
Executable files in Linux are stored in a number of different paths for primarily historical reasons, but something like a PDF viewer is probably going to be in /usr/bin (if you installed it with your distro's package manager), or /usr/local/bin (if you've compiled and installed it yourself). If you're curious about which directories your distro will look at to find executable files, run echo $PATH in a terminal.
For a PDF viewer in particular, if you're running GNOME or a GNOME-based desktop environment, you're probably using Evince. If you're running KDE, you're probably using Okular. If you're not sure what you're running, you can search through your distro's package manager for installed packages in a particular category, or you can search your man pages with the apropos command to see which (if any) contain the keyword that you're looking for. When you do find the name of your executable, you can find its path with the which command.
That being said, most desktop environments present the contents of the application menus when asking you which program you want to use to open a file, and most desktop applications will be in there someone.
[1]/opt kind of serves the same function as Program Files, but you won't find many open source applications that install there.