You can covert any document file into pdf format with the help of applications. But in same way you can do it very easily in the Microsoft word document file. Just save that file into pdf format or ebook format as per your requirements.
Why in heck would you want to create PDF? PDF is a fixed format and if you change devices, the PDF you've created may be unsuitable. Plus it isn't a nice format for reading eBooks when we have ePub that works well.