Maybe you need to send somebody a bunch of pics and it'll be more convenient to make one pdf file instead of sending a bunch of loose jpgs or psds. Here's how to make a multi-page pdf with Photoshop.
Firstly, I'm using an old Photoshop CS3, btw, so things may or may not look different.
So, you go to File > Automate > PDF Presentation... > in the pop up menu, click Browse... > select all your files you want in the pdf (hopefully you numbered them in the order you want, and yes they can be psds because it'll make them jpgs later) > click Open > make sure the Multi-Page Document button is selected > hit Save > another pop up menu appears, write a name for the pdf and select a location > hit Save > the last pop up menu appears, which is the most important and useful. In Adobe PDF Preset, drag down and select Smallest File Size > check Optimize for Fast Web Preview > go to the Compression tab, set Compression to JPEG and Image Quality to High (High gets the file size pretty small, but you can test it out lower if you want) > hit Save, and that's pretty much it. Back away and let it do its work.