JMP may not be the best tool for that specific part of the job - saving a web page as a PDF file.
However, I found the pdfkit library for Python which means you can do it from JMP using the Python interface.
Something like this:
URLs = {"https://jmp.com", "https://community.jmp.com"};
py = Python Connect();
For( i = 1, i <= N Items( URLs ), i++,
pdf = "C:\TEMP\" || Substitute( Word( 2, URLs[i], "/" ), ".", "" ) || ".pdf";
py << submit(
Eval Insert( "import pdfkit; pdfkit.from_url('^URLs[i]^', '^pdf^')" )
);
);
One hiccup to note: pdfkit is a wrapper for wkhtmltopdf so you'll need to install that also.
-Jeff