To create a PDF of only selected forms, go to Options > Form Selection and select Archive these sets (PDF) in any of the unused columns. Select the desired forms to be archived, and click OK.
Go to File > Print, and in print selection, select only the Archive set and print.
A PDF will be stored in the location of the file, unless a different location has been selected under Options > Environment > PDF.
This process has to be performed through File > Print in order to create a PDF. There is no way to automate the process of creating PDFs when saving a file.