Preview is found in your Applications folder. To create a multi-page PDF do the following:
Run Preview, open a picture.
Choose File->Print->PDF->Open PDF in Preview. The picture will appear again - but this time it's a PDF document.
Click the Sidebar icon (or type cmd-shift-D).
Now drag the second page image file (jpeg,tiff etc) onto the first page image in the Sidebar. Now you have a 2 page document.
Just save the document and you will have a PDF. For more pages, drag images onto the last image that is shown.
Hope this helps.