Export - no.  Print - yes.  Go to HomeBase. Select your files (note, there is an All icon at top).  Go to File Menu, then Print. Choose File (PDF) and then select Filing copy, client copy, preparer copy and finally hit Print.

Ok, it's Monday so I have a fresh new case of curiosity.  Where are you trying to export them to?

Do you mean Save them all to PDF at once?