I hope you've resolved this by now as I'm late in posting. OneNote notes are not like Word documents or Excel spreadsheets. Those programs save out your work to individual files that you can store where you want. OneNote works like a notebook, so your note is saved like a page in a notebook, not a separate page. You can save your notebook where you like. You can print, email, and share your page OR you can export it (into several formats). The original note is kept in the notebook until you delete it.
I think you are looking for the export feature. I'm using Office 365 (ver 1711 current build). On this version:
Select your note (have it open - visible ),
Click FILE (top left) then
look down the lefthand sidebar for EXPORT (about 1/2 way)
Click that and pick your options.
While PDF works well the export will add a footer according you OneNotes print settings. Check those settings by FILE then PRINT PREVIEW
Word might be the easiest format to use as the resultant file is editable and repaginates well. Most users don't have an easy time editing PDFs. OneNote displays most notes as a continuous strip, without page breaks. As such PDFs and printouts can break pages at awkward spots.
Enjoy OneNote. The search feature, especially when you use labels, make the notebook format so much more useful than a handful of word documents - you never have to remember the file name!
