[Misingnoglic]

You can download a file easily by doing this:

Code

import urllib
urllib.urlretrieve ("http://www.example.com/songs/mp3.mp3", "mp3.mp3")

(in python 3 I think it's urllib2)

you can make this into a for loop to download a bunch of images and then name them accordingly

Code

for x in range(100):
    urllib.urlretrieve ("http://www.example.com/page"+str(x)+".jpg", str(x)+".jpg")

To make them a PDF I would just find some jpg to pdf utility, probably easier

[Misingnoglic]

This article just came out that might interest you: http://pbpython.com/pdf-reports.html