Printing to PDF is one way to keep a file in digital format to avoid physically printing it. It's like saving the document as a PDF.
All modern versions of Microsoft Office have .pdf built-in to the "Save As" option:
For software that doesn't have that option available, you can download a PDF Writer like CutePDF: http://www.cutepdf.com/download/CuteWriter.exe. It installs itself as a "printer," so when you want to save something, you actually go to File->Print within the program. Rather than your physical printer, select the PDF Printer option.