Mobi Format compatible with Kindle ereader and devices using the Kindle app.
PDF Format compatible with nearly all computers and devices, using Adobe software.
You should be able to just click on the Epub or Mobi icons to download those formats (or double click, depending on your device). You'll be given the option to open or download the file.
With the PDF format you may need to download it to a computer and then transfer it to your device, or simply read it in an internet browser.