how can I change a folder into a file format?

Unless you have an application that does batch conversions, you're going to need to convert each file individually.

Save a document as a PDF on Mac - Apple Support

I imagine the full version of Adobe Acrobat would do batch conversions but it's pretty pricey. Maybe search the App Store for something else.

As a matter of interest, does it actually have to be a single PDF file? i.e. is the goal PDF or single file?

The reason I ask is because if you only need to join all the files into a single (easy to eMail) file, you could right-click on the folder and select Compress.

Can you please clarify what you mean?

Folders don't have a file format as such and a folder can't change into a file format.

Best of luck!