Mac OS X: After clicking on the “Printout for this Thema” button, click through to the Print dialog box. Click on the PDF dropdown menu and click “Save as .pdf” and select a name and destination for your file. See this article from Apple for a visual walkthrough:
Windows 10: simply select Microsoft Print to PDF as your printer and save the file to your preferred location.
Pre-Windows 10 without native PDF support: you need a separate program to create a PDF of your printout. There are several that work, including Microsoft OneNote, PrimoPDF, and PDF Creator. We use PrimoPDF in our office and have no problems with it. You can download the free version here: