There are several ways to transfer files from another app so you can convert them into a PDF.

Use "Open in" from your other app and select PrintDirect
PrintDirect should open and display the print screen.
Tap "Choose" in the Print screen and then select the "Convert to PDF" option and Tap Save.
If you have Save2PDF then you can just tap on the Save button.

Share via iCloud/Dropbox/Box.net
If the other app supports Cloud Servers you can also use that to transfer files
In the other app save your file to your preferred cloud server
Open PrintDirect and go to the Cloud Server screen from the Files screen
Select your Cloud storage service or tap the + to set it up
Select the files and tap the PDF button
Select the files and tap the Print button. Then tap "Choose" in the Print screen and then select the "Convert to PDF" option and tap Save.