If you want to export to PDF files go to export > filetype and select the preferred filetype from the dropdown [1]. Note that you have to select a PDF preset [2]. They are directly imported form Adobe InDesign and can be updated with the circled arrow icon.

To configure dynamic file names go to Export > Filetype and make sure “One document per record” [1] is activated. Then a button “Filenames setup” [2] appears. Click it to configure your filenames.

If you click the “Filenames setup” button you can then select the filetype to setup custom naming. If you e. g. export to PDF files and keep a copy of your InDesign files you can define both the names for the PDF files and the InDesign files. Double click a row and enable it. Then you can configure it like a placeholder.