Like most IT folks, I prefer not to use Edge as my default PDF reader. It’s a basic PDF reader without many options. Instead, I opt for Adobe Acrobat Reader DC. Yes, I also tried Foxit and Nitro, as well as Sumatra, but Adobe Acrobat Reader DC is still my preferred.
Here’s a gif of the entire process. It’s a little quick, so you might need to watch it a few times. And yes, there are other ways to do it (like using File Explorer and Open With, but this is more direct).