Hi Kumar,
exporting comments to PDF is not a built-in feature but comments can be included in HTML and XML exports. There's a comprehensive list of what is included in which kind of export format in the documentation:
Export Content to Word, PDF, HTML and XML
Looking at this thread in the community Why don't my page exports include comments? as user wrote a user macro to achieve what you're looking for. So maybe give that a try. :)
Best, Max
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