I saved the link refrence in Databse like /PEDB/SupportDoc/5/PRFF or0444.pdf
and used <a href=".$r1." target=_blank>View</a> to show the documents but when I click on view its not showing document because link break where space put in and show blank in explorer like /PEDB/SupportDoc/5/PRFF
If you're accessing files in your own domain you do not need 'http://' in the href, you can use absolute or relative references. If you're trying to access files outside your serves, yes you will need some flavour of http://, https:// etc.
You can have spaces in filenames, but be aware that this can cause all sorts of problems. The easiest thing to do is to convert spaces to underscores. Encode if you want, but I think it's best to apply sensible filenames in the first instance. If these files are not yours and you cannot change them (e.e. not your domain), you won't be able to do this though. Having said that, I can't remember the last time I downloaded a file with a silly symbol (space, etc) in it.