⌘P in any app, then the PDF menu at the bottom left of the print dialog → Save as PDF. Name it, pick a folder, done. There is no virtual printer to select; the menu is in every print dialog because PDF is how macOS draws pages anyway.
The same menu can open the PDF in Preview without saving, send it by email, or add it to Books. Preview itself opens PDFs and does what Adobe Reader did: fill forms, sign (Tools → Annotate → Signature, drawn with the trackpad or the camera), highlight, rotate, and delete or reorder pages by dragging thumbnails in the sidebar. File → Export lets you shrink a PDF with the Reduce File Size filter.
Several files into one PDF: select them in Finder → right-click → Quick Actions → Create PDF.
A web page: Safari → File → Export as PDF keeps the layout better than the print dialog.