Unlike PNG and JPEG, Windows doesn't natively support PDF format so you'll need to use a library if you want to create a new PDF.
There are many a wide variety of libraries you can choose from like Haru, leadtools, etc.
I found the following links that might be of help to you:
http://www.codeproject.com/Articles/28050/Generate-PDF-Using-C
https://social.msdn.microsoft.com/Forums/vstudio/en-US/4a13a735-633c-445e-b633-268d96293170/create-pdf-file-from-cnet?forum=netfxbcl