Since Office 2007, Microsoft introduced the ability to save to other formats (like PDF) by using a simple add-in. In most of the cases this is the easiest method of converting/exporting your Project files to a PDF format.
A more convenient and advanced option is to use a virtual printer (Nova PDF / CutePDF Writer) to virtually "print" your files to PDF format.
Simply, install the applications and from the main menu of your software, click Print then select one of those virtual printer engines and hit OK. A dialog box will ask you where and how to save your newly created file.