Use the pop-down list under PDF to choose Save as PDF…
In the Dialogue box that opens, name your PDF whatever you like and set it to save to wherever you wish. I usually save to my Desktop.
BONUS INFORMATION You can secure your PDF so that recipients need a password to open and read it. Kinda cool.
You can also control whether or not recipients will be able to print hard copies.
Just click the “Security Options…” button at the bottom of that last dialogue box and you’ll see how to do it.