If you have word processing software other than Microsoft Word save your resume as a Word (.doc) document. File, Save As, should be an option in your program.
To save your documents as a PDF, depending on your word processing software you may be able to File, Print to Adobe PDF. If not, there are programs you can use to convert a file to a PDF.
Use your name as the file name, so the employer knows whose resume and cover letter it is i.e. janedoeresume.doc and janedoecoverletter.doc.