It should be able to be opened with the "Preview app". You don't have to select a browser to open it with. I open and print UPS shipping labels from Amazon using Preview and it works fine. If the label has a scanning code on it, FedEx can use that.
It's actually easier to send your return to Amazon via a UPS store rather than FedEx. The code that Amazon gives you can be read directly into the UPS system and a label (your receipt) will automatically be printed for you.
I just did that exact same thing last week. I have a UPS store 5 minutes from my home.