PDF stands for Portable Document Format and it has become a standard computer format. One key distinction about PDFs is that they are (almost) always final copies, and cannot be edited once they're saved.
The Know Me Toolbox supports PDFs in Bookshelf because it's a widely-used standard for all kinds of documents shared online: medical records, photo slideshows, routines and procedures, etc. Other file formats, like Word or Excel documents, are proprietary to the companies that created them, and wouldn't work in Know Me apps.
Sometimes the places where you get these files will give them to you in PDF format already; sometimes you have to use software on your computer to export them to PDF yourself.