I assume you want to use the following menu option:
You need to install a LaTeX engine (as it is instructed) and pandoc library to be able to use the menu for pdf conversion:
Please install one of the LaTeX engine distributions as it is instructed in this link.
In your Terminal (mac/linux) or Command prompt (windows), you should install pandoc as follows:
conda install -c conda-forge pandoc
Please take a look at the following video for more information:
Note: If pandoc does not work for you, you can also convert Jupyter Notebook to PDF using any browser. For example for Google Chrome look at the following video: