When you click the link of "Photo 1" or "Document 1" it would open a flyout window of the item. Complete with buttons to download, print, rename, etc.
Clicking on the link now goes to a file information window.
To access the document, you have to click on the 3 dots on the right and select view.
This is a UI issue that trips a lot of users up when they first start using the system. Many expect that clicking on the hyperlinked name will open the file.