PDFs are a very common file format, especially for web use. They are used for the printable targets since they maintain specific page sizes and can have multiple pages for printing.
Probably the easiest and most-available way for making PDFs is to use Microsoft Word, and save as a PDF. Here is a tutorial we found on the internets.
You can also print to a PDF file in Windows, and in some internet browsers.
Of course, if you have more graphic design skills (which means you probably aren't reading this) you can use Photoshop or another graphic design program to make fancier things.
Remember: All of the printed materials for an exercise (targets or otherwise) must be in a single file!