Adobe Acrobat:Convert a web page to PDF
- Open Acrobat and choose Tools > Create PDF > Web Page.
- Enter the complete path to the web page, or click Browse and locate an HTML file.
- To change the number of levels in the website to convert, click Capture Multiple Levels. Enter the number of levels to include, or select Get Entire Site to include all levels from the website.
I'd start off with just 2 levels so you don't end up dragging in web pages from all over the internet.
An alternative is to use something like monolith
to see if it will create a single HTML file that can be fed to a PDF converter, (online or offline).
Or, capture each page with monolith and then convert each to PDF appending to the first PDF in order.