Anything you can print in OSX can be saved as a PDF. Simply put them all together in either your favourite image editor or page layout software (or even Word) and use the Save as PDF button on the print dialogue.
Mac OSX native print pdf works, but creates humongous PDF files. Often the same size as the original Powerpoint/Word/Excel file, but sometimes even larger! Mac OSX desparately needs a better way to create PDF>