Access print/PDF using the three dots on the Stories page, under "More" on the View Story page or from "Print Preview" at the bottom of the Edit Story page.
On that print manager page, take a minute to format your story - add a background, a border, if you have a title in your story removed the title - then click/tap "Download PDF" to save a formatted version of your story to your device.
You will be taken to the PDF download screen. From there tap/click the download icon in the top right of the page. You will be prompted to name your story and to choose where you want to save it to on your device.
More Print and PDF Options - Change Size/More Margins
On most most browsers, using the "Print" command ("Control - P" for Windows, "Apple Command - P" for Macs) you can print your story with a few more options around the size to fit the page ("scale") and size of the margin.
From that browser print page you have the option to print or Save as PDF.
Chrome - select "Save as PDF" under "Destination"
Safari - click PDF in bottom left of print popup for options
Note, in the browser printer popup, under settings, you can also generally manage how the story fits on a page - by changing the margin settings, and by excluding headers and footers (such as the story URL that some browser include by default, but which can be removed).
Print/Save PDF design and layout options - more here