It looks like you are trying to drag from a list displayed by Acrobat rather than from the folder listing provided by your file system.

It also seems you don't know where that folder is.

One way to find it might be to open one of the files, attempt to re-save it, and look at the save dialog to identify the location. (I've written those instructions in such a way that they should apply equally well to MacOS and Windows - I've never done that sort of thing under Linux).