What you typed should work, it should save the current figure (gcf) as myfigure.pdf to the current directory.
I'd recommend using exportgraphics instead of saveas if you're using 2020a or later. exportgraphics is more modern and is graphics specific. If you're not finding your pdf, is it possible you're not looking in the correct directory? The directory is shown near the top of the MATLAB desktop, but you can also see it by calling the function pwd.
If you didn't want to save the 'current figure' replace gcf with the figure number. Unfortunately this is slightly more complicated with exportgraphics