PDF stands for Portable Document Format—it's essentially a digital book. Most PDF editions contain all of the elements of the printed edition, including graphics and page design. Some PDFs even contain additional features like bookmarks and layered maps.
To purchase a PDF, add it to your shopping cart and purchase it as you would any product. Then click on "My Downloads" in the upper right hand corner of any paizo.com page. Find the PDF you want to download and click on it. The PDF will be encased in a zipped folder, at which point you will need an unzipping utility to unzip the folder and access its contents. You will also need Adobe Reader or another PDF reader to view the file.