You can create new PDF documents by pressing the plus button (+) inside the file browser and selecting the type of PDF to create. You can create three different types of PDFs:
New PDFs from templates (lines, grids, note sheets, todo lists, ...)
PDF documents from images inside your device gallery.
PDF from camera photos (only for devices having a hardware camera).
The newly created document will be put into the currently viewed directory, which can be a local folder on your device, a cloud provider (Dropbox, Google Drive, OneDrive), or an external media (USB-device, SD card, etc.).