capella does not have a direct PDF export but will be equipped with one in a later version. capella reader 8 already conforms to the next generation and comes with integrated PDF export. Please download the free capella reader and export your files with it.
You can still apply the old procedure - simple and free:
Please use a PDF tool which integrates like a printer driver. You can find such freeware tools on the Internet. After installation you will find it in "Printer setup" in the list of available printers. If you select this "printer", you will obtain a PDF file instead of a print.