I have a link on my page on click of which I am trying to generate a PDF document and then show the \"Open - Save\" prompt on the browser.
My HTML (reactjs component
Your issue is that the GetMyDocument function will receive the PDF file as a server response, and currently you are doing nothing with that response. You need to handle the response in the then callback. Saving files from javascript is not entirely simple, so I would recommend using an external library such as filesaver.js to help you.
It will end up looking something like...
_getMyDocument(e) {
GetMyDocument(this.props.mydata)
.then((response)=> {
const returnedFile = new Blob([response], { type: 'application/pdf'});
saveAs(returnedFile);
}).catch(error=> {
});