BMP files are uncompressed, so they are many times larger than they need to be. PDF looks the same on every device and keeps several pages in one file. BMP is at home in legacy Windows software and embedded devices; PDF is the usual choice for documents that must look the same everywhere, and printing.
Add several files and you can also combine them into a single PDF. The defaults suit most files. Under Options you can choose the page size and set the quality.
Each picture becomes one page. The page can match the picture's own size or be A4 or US Letter; on paper the sheet turns to suit the picture, which is shrunk to fit inside the margins and never enlarged.