You will want to change your Windows default printer to Microsoft Print To PDF as the application does not let you select a printer from within.

1) Load the Printers & scanners settings from your Start menu.

2) Untick the box Let Windows manage my default printer (turn it off)

3) Find Microsoft Print to PDF in the printer list, and then click Manage.

4) Click Set as default


Close the application, reopen it, and attempt to print again.