If you do export to reporting schema, at the bottom if that dialog is a check box to Export Diagrams as PDF. That will generate PDFs for all the diagrams in a design.
Not sure how to do it without setting up the reporting schema. All oyu need is a user with resource privileges to point the export to and it will automatically create the repository tables.
(Worse case load the free Oracle XE database on your workstation/laptop and build it there.)
You can't print multiple diagrams in single PDF file from DM. What you can do is print a report (any output format). All diagrams will be exported as separate PDF files in sub directory of your reporting directory. Then you can use external application like PDFMerge http://sourceforge.net/projects/pdfmerge/ to merge them in single PDF.
And the exact diagrams can be chosen with creating of subviews in report configuration.
Hope it helps