The easiest way I found was to install Pocket File Manager. This acts as a receiver for PDF files. When you try to open the file from mail it will ask for which app to open with. When you select 'Pocket File Manager', it will receive the file and save it within the app. You can move the file from there to your SD card or Phone storage.
Just checked you can use 'Aerize Explorer' in the same manner as above for the same result. This file manager has a free version so I just added this too.