Short answer
On Windows 10 and 11 you can select images, right-click, choose Print, and pick 'Microsoft Print to PDF' — or use this browser converter for combining many images with A4/Letter page sizes. Both are free; the browser tool keeps your files on your PC.
The built-in 'Microsoft Print to PDF' works well but prints all images at the printer's default layout. This tool gives you explicit page size and orientation, combines images in a chosen order, and offers a borderless fit-to-image option.
As with every tool in this suite, the PDF is built in your browser — nothing is uploaded to a server.
Select the images in File Explorer, right-click, choose Print, then select 'Microsoft Print to PDF' as the printer. Or use this in-browser converter, which adds page-size control and multi-image ordering.
Yes — 'Microsoft Print to PDF' is built into Windows 10 and 11 and can turn images into a PDF via the Print dialog.