If you want a PDF containing selected posts you can use categories. Generate PDFs of categories by following the “How do I typeset things besides posts?” instructions in the FAQ. Then put the selected posts the same category. This should create a PDF for the category.
Add a link to the category’s PDF by putting code like this in your theme (this code is adapted from the stuff in the FAQ).
<?php if( function_exists('get_latex_url') :
foreach( get_the_category() as $category ) :
if( $latex_url = get_latex_url('term', $category->cat_ID, 'category') ) : ?>
<a href="<?php echo $latex_url ?>">PDF for <?php echo $category->name ?></a>
<?php endif; endforeach; endif; ?>
(This code hasn’t been tested, so it might contain errors)