Does Portia support HTTP authentication?

No, but is in the roadmap. In the meantime, you would have to write a Scrapy spider if you need HTTP authentication.

Can you indicate visually what links to follow in a page?

This is not supported yet, although it may come in the future. You need to indicate what links to follow using a regular expression.

Can I download PDFs with Portia?

No, this is currently not supported through Portia. You would need to build a Scrapy spider for that.