Whonix protects against these threats outlined below, such as files that inadvertently or maliciously attempt to reveal the real IP address of the user, or third-party, external applications that can leak information outside of Tor. However, users should always engage in best safety practices.
Do not Open Documents Downloaded via Tor while Online
The Tor Project explicitly warns users not to open documents handled by external applications, since in the normal case they may contain Internet resources that may be downloaded outside of Tor by the application that opens them. 
This warning is not strictly relevant to Whonix users since all traffic is forced over the Whonix-Gateway and the IP address will not be leaked. Despite this fact, for greater safety users should open files such as PDFs and word processing documents in offline VMs.
Malicious files or links to files pose a greater threat; potential compromise of the user's system. Therefore users should heed the Whonix advice to not open random links or files in the Whonix-Workstation. Instead, in Qubes-Whonix it is preferable to sanitize the PDF or open the file or link in a DisposableVM. Non-Qubes-Whonix users should only open the file in a separate, offline Whonix-Workstation.
Do not Torrent over Tor
See File Sharing.