If you want to download all the PDFs to your current working directory:
wget -rH -nd -Dubm-us.net -Apdf http://gdcvault.com/gdmag
Edit: for the curious, the flags are: -r recursively retrieve all the links on the page
-H span hosts (default would stay with gdcvault.com only)
-nd don't replicate directory hierarchy, just download the files to cwd
-D only download from ubm-us.net
-A pdf extensions only