I go to My Reports page and click on Download PDF button but nothing happens.
Most likely your browser uses the pop-up blocker that prevents a new window to open. In some settings, in order to open the file, you need to allow browser to open pop-up on a certain website.
Look at far right of URL area and see if there is an icon warning about a pop-up, click on it and select the option to allow pop-ups on Silverberry website.
See below pictures for most used browsers: