You can buy apples in boxes and bushels and crates. Same thing.
I recommend that you understand "the" not as "making something specific" but in the manner of the word's origin. "The" is a demonstrative adjective, very similar to "that" and means something like, "That which we know."
However, in your case, you have confused yourself and "the" would never go into the sentence "Save images in PDF, PNG and JPEG formats."
The singular of that sentence is "Save images in a PDF, PNG and JPEG format." -> when you create the plural, the a disappears.
"Buy clothes cut from a cotton or wool material."
"Buy clothes cut from cotton or wool materials."
PDF, PNG and JPG are acting as adjectives but are capable of being noun phrases in their own right.