Okay, this question pops up a lot for 'Ulysses,' and honestly, the idea of a legitimate, free PDF download is a bit of a holy grail that doesn't really exist—at least not the way we usually think of downloads. Because it's public domain in most places, the text itself is free, but you're not typically grabbing a ready-made PDF file from an official, modern publisher's site.
Your absolute best bet is Project Gutenberg Australia. The copyright situation is weird; it entered the public domain in Australia back in the 50s, so their site hosts the full text. You can read it online there in various formats, including a HTML version that's pretty clean. To get a PDF, you'd need to use a browser's 'Print to PDF' function on that page. It's not a pre-packaged, beautifully formatted ebook, but it's 100% legal and free. I did this a few years ago and it worked, though the file is massive and the formatting is very basic.
Otherwise, sites like Internet Archive sometimes have scanned versions of old editions you can 'borrow' for an hour or read online, but the download options for those are often restricted. Libraries might have ebook loans through OverDrive or similar, but that's a borrow, not a keep-forever download. So yeah, Gutenberg Australia is the closest you'll get to a direct, free, and legal source for the full text in a downloadable format, even if it requires that one extra step.