Scaning documents directly to PDF is a proprietary function. Only Adobe licensed products are able to perform that action for you. HP happens to have permissions to create PDF documents but you must use the HP Scanning software to do that. Microsoft and other free scanning apps do not and are normally limted to image files and .tiff which are also free.
If you do not have HP or Adobe scanning applications available to you for your OS then you must find some other 3rd party application to create teh document and convert it to PDF for you.