You could use the URLDownloadToFile API

In the sheet module.

 Private Declare Function URLDownloadToFile Lib "urlmon" _
    Alias "URLDownloadToFileA" (ByVal pCaller As Long, ByVal szURL As String, _
    ByVal szFileName As String, ByVal dwReserved As Long, ByVal lpfnCB As Long) As Long

Sub download()
Dim lr As Long, r As Long

Const DestPath As String = "C:\DownloadedFiles\" 'change accordingly with \ at the end

lr = Cells(Rows.Count, 1).End(xlUp).Row
For r = 2 To lr
    Application.StatusBar = r - 1 & " of " & lr - 1
    URLDownloadToFile 0, Range("A" & r).Value, DestPath & Range("B" & r).Value & ".pdf", 0, 0
    DoEvents
Next
Application.StatusBar = False
End Sub