It is recommended to use Markdown PDF extension of VS Code.
Install VS Code extension

Usage
Use Command Palette
- Open the Markdown file
- Press F1 or Ctrl+Shift+P
- Type export and select below
- markdown-pdf: Export (settings.json)
- markdown-pdf: Export (pdf)
- markdown-pdf: Export (html)
- markdown-pdf: Export (png)
- markdown-pdf: Export (jpeg)
- markdown-pdf: Export (all: pdf, html, png, jpeg)

Right Click Menu
- Open the Markdown file
- Right click and select below
- markdown-pdf: Export (settings.json)
- markdown-pdf: Export (pdf)
- markdown-pdf: Export (html)
- markdown-pdf: Export (png)
- markdown-pdf: Export (jpeg)
- markdown-pdf: Export (all: pdf, html, png, jpeg)
