Hi,
Generally, we can set File Block Settings in Group Policy:
Microsoft Word 2013\Word Options\Security\Trust Center\File Block Settings
But I tested in my environment and there is no option for PDF file in group policy of Word 2013 (Please check in your
Office 2013 Administrative Template files):

In Word 2013 client side, we can block the PDF file opening as a workaround:
Click File > Options > Trust Center > File Block Settings, check PDF file and Do not open selected file types.

Additionally, set the Acrobat reader as the default program on Windows to open .pdf file.
Regards,
Winnie Liang
TechNet Community Support
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