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You can do that by navigating to the "Submissions" page and download it there. Here's a guide that you can use: https://www.jotform.com/help/73-How-to-Partially-Download-Form-Submissions-as-Excel-CSV-PDF.
Another method is that you can add a pdf-link to your email notifications so that each submission that you received you'll get an instant PDF version of it.
To add a PDF version in the email notification, you can follow the screenshots below.
1. In your "Emails", choose an existing notification to edit it or you can also add a new one.
2. Move the cursor to the email body and click the "PDF Link" found at the right side.
I hope that helps.