PDFs Not Redirecting

I just loaded a PDF into a WordPress media library. Then deleted it. Then created a redirection from that deleted source file “/xxxxxxxxxx/files/2017/02/xxxxx-XXX-xxx-xxx-xxxx-xxxx-Test.pdf” to the target source in another domain “https://xxxxx.xxxxxxxxxx.edu/wp-content/uploads/2016/11/xxxxx-XXX-xxx-xxx-xxxx-xxxx.pdf” and it did not work like Mr. Godley said a non-existent file redirect should work.
Mr. Godley – can you help me out? Please? Or maybe someone else who knows how to make this work?
I am not a web developer, so hopefully, it can be explained in simple terms for me.
Thanks in advance for any help.