If you want to convert a group of JPG image files to a single PDF, you can use a variety of methods. Most people will tell you to use Preview. But there are other ways that are either simpler or more versatile. You can use a Quick Action to do it without even opening up an app. You can also use Pages and Keynote to create richer PDFs with border, text and other features. The best way may be to use Photos which offers a variety of printing options that can be used to create PDFs.